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Volumn 61, Issue 1, 1997, Pages 29-37

Tests for Equality of Parameter Matrices in Two Multivariate Linear Models

Author keywords

Behrens Fisher problem; degrees of freedom approximation; heteroscedasticity; vec operator

Indexed keywords


EID: 0040455056     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1997.1661     Document Type: Article
Times cited : (12)

References (13)
  • 1
    • 0040929786 scopus 로고
    • On the Wishart distribution in statistics
    • Aitken A. C. On the Wishart distribution in statistics. Biometrika. 36:1949;59-62.
    • (1949) Biometrika , vol.36 , pp. 59-62
    • Aitken, A.C.1
  • 2
    • 0001963735 scopus 로고
    • Generalized least squares estimators in the analysis of covariance structures
    • Browne M. W. Generalized least squares estimators in the analysis of covariance structures. S. Afr. Statist. J. 8:1974;1-24.
    • (1974) S. Afr. Statist. J. , vol.8 , pp. 1-24
    • Browne, M.W.1
  • 4
    • 0001446949 scopus 로고
    • The vec-permutation matrix, the vec-operator and Kronecker products: A review
    • Henderson H. V., Searle S. R. The vec-permutation matrix, the vec-operator and Kronecker products: A review. Linear Multilinear Algebra. 9:1981;271-288.
    • (1981) Linear Multilinear Algebra , vol.9 , pp. 271-288
    • Henderson, H.V.1    Searle, S.R.2
  • 7
    • 0001690797 scopus 로고
    • A generalization of Fisher'sZ
    • Lawley D. N. A generalization of Fisher'sZ. Biometrika. 30:1938;180-187.
    • (1938) Biometrika , vol.30 , pp. 180-187
    • Lawley, D.N.1
  • 8
    • 0002330292 scopus 로고
    • A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
    • Nel D. G. A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients. Linear Algebra Appl. 67:1985;137-145.
    • (1985) Linear Algebra Appl. , vol.67 , pp. 137-145
    • Nel, D.G.1
  • 11
    • 84988119518 scopus 로고
    • Some results on commutation matrices with statistical applications
    • Neudecker H., Wansbeek T. Some results on commutation matrices with statistical applications. Canad. J. Statist. 11:1983;221-231.
    • (1983) Canad. J. Statist. , vol.11 , pp. 221-231
    • Neudecker, H.1    Wansbeek, T.2
  • 13
    • 84870267223 scopus 로고
    • The generalization of Student's problem when several different population variances are involved
    • Welch B. L. The generalization of Student's problem when several different population variances are involved. Biometrika. 34:1947;28-35.
    • (1947) Biometrika , vol.34 , pp. 28-35
    • Welch, B.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.