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UMP invariant tests for a generalized linear model

Author

Listed:
  • Ukita, Yoshimasa
  • Noda, Kazuo
  • Miyaoka, Etsuo

Abstract

For a generalized normal linear model in which the covariance matrix [Sigma] is positive definite symmetric, UMP invariant test procedures for some kinds of linear hypotheses are derived by transforming the model by an orthogonal matrix L, consisting of orthonormal eigenvectors of [Sigma] as the columns vectors. Here it is assumed that [Sigma] contains unknown elements but has a certain structure making all the elements of L known. A sufficient condition for this assumption is also obtained to examine whether the covariance matrix [Sigma] has such a form.

Suggested Citation

  • Ukita, Yoshimasa & Noda, Kazuo & Miyaoka, Etsuo, 1992. "UMP invariant tests for a generalized linear model," Journal of Multivariate Analysis, Elsevier, vol. 40(1), pages 1-12, January.
    • Handle: RePEc:eee:jmvana:v:40:y:1992:i:1:p:1-12
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