A note on Left-Spherically Distributed test with covariates

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Statistics & Probability Letters, 2011, vol. 81, issue 6, 639-641

Abstract: The Left-Spherically Distributed linear scores test of Läuter et al. (1998) (Läuter, J., Glimm, E., Kropf, S., 1998. Multivariate tests based on left-spherically distributed linear scores. Annals of Statistics 26, 1972-1988) is extended to account for nuisance parameters, particularly for covariates that are assumed to explain (part of) the response variables but are not under test. An R code is available on the someMTP package in CRAN.

Keywords: Multiple; testing; High; dimensional; data; Covariates (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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