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11. |
A Note on the Bias of O'Brien's OLS Test |
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Biometrical Journal,
Volume 39,
Issue 1,
1997,
Page 125-128
Hans Frick,
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PDF (219KB)
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摘要:
AbstractO'Brien's Ordinary Least Squares (OLS) test is a well known procedure for testing the multivariate one‐sided hypothesis when the covariance matrix is unknown. Simulation results have been reported where the actual test level exceeds the nominal one. Here it is shown analytically that the actual level is always larger than the nominal one if the covariance matrix is nonnegativ
ISSN:0323-3847
DOI:10.1002/bimj.4710390112
出版商:WILEY‐VCH Verlag
年代:1997
数据来源: WILEY
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12. |
Masthead |
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Biometrical Journal,
Volume 39,
Issue 1,
1997,
Page -
Preview
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PDF (35KB)
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ISSN:0323-3847
DOI:10.1002/bimj.4710390101
出版商:WILEY‐VCH Verlag
年代:1997
数据来源: WILEY
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