The power of the likelihood ratio test for additional information in a multivariate linear model |
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| Authors: | Yasunori Fujikoshi |
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| Affiliation: | (1) Hiroshima University, Hiroshima, Japan |
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| Abstract: | Summary This paper deals with the likelihood ratio test for additional information in a multivariate linear model. It is shown that the power of the likelihood ratio test procedure has a monotonicity property. Asymptotic approximations for the power are also obtained. |
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| Keywords: | Primary 62H15 Secondary 62H10 |
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