Compact matrix expressions for generalized Wald tests of equality of moment vectors
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- Satorra, Albert & Neudecker, Heinz, 1997. "Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors, ," Journal of Multivariate Analysis, Elsevier, vol. 63(2), pages 259-276, November.
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.
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