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Some test statistics for the structural coefficients of the multivariate linear functional relationship model

  • Serge B. Provost
Article

Summary

For the testing problem concerning the coefficients of the multivariate linear functional relationship model, the distribution of a statistic previously proposed by A. P. Basu depends on the unknown covariance matrixV of errors, so limiting its applicability. This article proposes new test statistics with sampling distributions which are independent of the unknown parameters for the cases whereV is either unknown or known only up to a proportionality factor. The exact distributions of the test statistics are also discussed.

Key words and phrases

Linear functional relationships tests of hypotheses exact distributions 

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1986

Authors and Affiliations

  • Serge B. Provost
    • 1
  1. 1.The University of Western OntarioLondonCanada

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