UMP invariant tests for a generalized linear model
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.
Year of publication: |
1992
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Authors: | Ukita, Yoshimasa ; Noda, Kazuo ; Miyaoka, Etsuo |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 40.1992, 1, p. 1-12
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Publisher: |
Elsevier |
Keywords: | diagonalization generalized linear model orthogonal transformation repeated measures model UMP invariant tests |
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