Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors,
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- Albert Satorra & Heinz Neudecker, 1995. "Compact matrix expressions for generalized Wald tests of equality of moment vectors," Economics Working Papers 127, Department of Economics and Business, Universitat Pompeu Fabra.
References listed on IDEAS
- Andrews, Donald W. K., 1987. "Asymptotic Results for Generalized Wald Tests," Econometric Theory, Cambridge University Press, vol. 3(03), pages 348-358, June.
- Neudecker, Heinz & Satorra, Albert, 1996.
"The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix,"
Statistics & Probability Letters,
Elsevier, vol. 30(2), pages 99-103, October.
- Heinz Neudecker & Albert Satorra, 1995. "The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix," Economics Working Papers 131, Department of Economics and Business, Universitat Pompeu Fabra.
- Wilson, Jeffrey R & Koehler, Kenneth J, 1991. "Hierarchical Models for Cross-Classified Overdispersed Multinomial Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(1), pages 103-110, January.
More about this item
Keywordschi-squared test distribution-free ellipticity moment vectors multinomial distribution normal-theory scaled test statistic variance and correlation matrices Wald test;
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