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Test of linear hypothesis in multivariate models
Kybernetika, Tome 43 (2007) no. 4, pp. 463-470 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.
In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.
Classification : 62H15, 62J05
Keywords: multivariate model; linear hypothesis; variance components; insensitive region 
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Kubáček, Lubomír. Test of linear hypothesis in multivariate models. Kybernetika, Tome 43 (2007) no. 4, pp. 463-470. http://geodesic.mathdoc.fr/item/KYB_2007_43_4_a6/

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