UMP invariant tests for a generalized linear model

Yoshimasa Ukita, Kazuo Noda and Etsuo Miyaoka

Journal of Multivariate Analysis, 1992, vol. 40, issue 1, 1-12

Abstract: For a generalized normal linear model in which the covariance matrix [Sigma] is positive definite symmetric, UMP invariant test procedures for some kinds of linear hypotheses are derived by transforming the model by an orthogonal matrix L, consisting of orthonormal eigenvectors of [Sigma] as the columns vectors. Here it is assumed that [Sigma] contains unknown elements but has a certain structure making all the elements of L known. A sufficient condition for this assumption is also obtained to examine whether the covariance matrix [Sigma] has such a form.

Keywords: diagonalization; generalized; linear; model; orthogonal; transformation; repeated; measures; model; UMP; invariant; tests (search for similar items in EconPapers)
Date: 1992
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