Tests for Sphericity under Correlated Multivariate Regression Equations Model.

Abstract

In this report, the authors considered some tests for sphericity of the error covariance matrix under a correlated multivariate regression equations model. Asymptotic distributions of the test statistics associated with the above procedures are also derived. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1984
Accession Number
ADA144658

Entities

People

  • Paruchuri R. Krishnaiah
  • Suman Sarkar

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Asymptotic Series
  • Contracts
  • Covariance
  • Data Science
  • Distribution Functions
  • Distribution Theory
  • Econometrics
  • Economics
  • Equations
  • Governments
  • Information Science
  • Multivariate Analysis
  • Statistical Analysis
  • Statistics
  • United States
  • Universities

Fields of Study

  • Mathematics

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