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On tests for selection of variables and independence under multivariate regression models |
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| Authors: | T. Kariya Y. Fujikoshi P. R. Krishnaiah |
| Affiliation: | Hitotsubashi University Japan;Hiroshima University, Hiroshima, Japan;Center for Multivariate Analysis, University of Pittsburgh USA |
| Abstract: | The authors consider various procedures for testing the hypotheses of independence of two sets of variables and certain regression coefficients are zero under multivariate regression model. Various properties of these procedures and the asymptotic distributions associated with these procedures are also considered. |
| Keywords: | Asymptotic distribution theory correlated multivariate regression equations (CMRE) model locally best invariant tests selection of variables tests for independence |
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