A comparison of two tests in multivariate models

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F17%3A73581604" target="_blank" >RIV/61989592:15310/17:73581604 - isvavai.cz</a>
Result on the web
<a href="https://www.degruyter.com/view/j/ms.2017.67.issue-3/ms-2017-0009/ms-2017-0009.xml?format=INT" target="_blank" >https://www.degruyter.com/view/j/ms.2017.67.issue-3/ms-2017-0009/ms-2017-0009.xml?format=INT</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1515/ms-2017-0009" target="_blank" >10.1515/ms-2017-0009</a>

Result language
angličtina
Original language name
A comparison of two tests in multivariate models
Original language description
In multivariate models the test usually used for a linear hypothesis is the Wilks lambda test. There does not seem to be a need for any alternative. However, if the covariance matrix is parameterized by a few parameters only, and the parameters can be estimated, the problem arises whether a ``plug--in" test, which approximates the test in a situation where the covariance matrix is totally known, is more suitable. A partial answer to this question is given in the paper. The sensitivity approach is used in order to check how this principle works in a situation where a plug--in procedure can be compared with another, already established, procedure.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10101 - Pure mathematics

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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