The notion of Bahadur efficiency is used to compare multivariate linear hypothesis tests based on six criteria: (1) Roy's largest root, (2) the likelihood ratio test, (3) the Lawley-Hotelling trace, ...
This paper analyzes similar tests for structural change for the normal linear regression model in finite samples. Using the approach of Wald (1943, "American Mathematical Society Transactions" 54, 426 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback