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

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.

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Year of publication:	1987
Authors:	Kariya, T. ; Fujikoshi, Y. ; Krishnaiah, P. R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 21.1987, 2, p. 207-237
Publisher:	Elsevier
Keywords:	Asymptotic distribution theory correlated multivariate regression equations (CMRE) model locally best invariant tests selection of variables tests for independence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199339