COMPARING MULTIVARIATE LINEAR FUNCTIONAL-RELATIONSHIPS

被引:1
|
作者
ISOGAWA, Y [1 ]
机构
[1] KOBE UNIV COMMERCE,NISHI KU,KOBE 65121,JAPAN
关键词
MULTIVARIATE LINEAR FUNCTIONAL RELATIONSHIP; LIKELIHOOD RATIO TEST STATISTICS; ASYMPTOTIC DISTRIBUTION;
D O I
10.1080/03610929208830781
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the testing problems in two sets of multivariate linear functional relationship models. We derive the likelihood ratio test statistics and their asymptotic distributions under each null hypothesis respectively.
引用
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页码:319 / 331
页数:13
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