English, Article, Journal or magazine article edition: Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors Albert Satorra; Heinz Neudecker

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/154363
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors
Author
  • Albert Satorra
  • Heinz Neudecker
Physical Description
  • preprint
Notes
  • Asymptotic chi-squared test statistics for testing the equality of moment vectors are developed. The test statistics proposed are generalized Wald test statistics that specialize for different settings by inserting and appropriate asymptotic variance matrix of sample moments. Scaled test statistics are also considered for dealing with situations of non-iid sampling. The specialization will be carried out for testing the equality of multinomial populations, and the equality of variance and correlation matrices for both normal and non-normal data. When testing the equality of correlation matrices, a scaled version of the normal theory chi-squared statistic is proven to be an asymptotically exact chi-squared statistic in the case of elliptical data.
  • RePEc:upf:upfgen:127
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment