In: Mathematica Slovaca, vol. 67, no. 3
Jitka Machalová - Lubomír Kubáček
Rok, strany: 2017, 773 - 784
Wilks test, variance components, MINQUE, insensitivity region, plug-in test
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.
Machalová, J., Kubáček, L. 2017. A comparison of two tests in multivariate models. In Mathematica Slovaca, vol. 67, no.3, pp. 773-784. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0009
Machalová, J., Kubáček, L. (2017). A comparison of two tests in multivariate models. Mathematica Slovaca, 67(3), 773-784. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0009
Publikované: 27. 6. 2017