On tests for selection of variables and independence under multivariate regression models

T. Kariya, Y. Fujikoshi and P. R. Krishnaiah

Journal of Multivariate Analysis, 1987, vol. 21, issue 2, 207-237

Abstract: The authors consider various procedures for testing the hypotheses of independence of two sets of variables and certain regression coefficients are zero under multivariate regression model. Various properties of these procedures and the asymptotic distributions associated with these procedures are also considered.

Keywords: Asymptotic; distribution; theory; correlated; multivariate; regression; equations; (CMRE); model; locally; best; invariant; tests; selection; of; variables; tests; for; independence (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (1)

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