Highly Influential

- Published 2013 in J. Multivariate Analysis
DOI:10.1016/j.jmva.2013.07.016

Consider the problem of testing a linear hypothesis of regression coefficients in a general linear regression model with an error term having a covariance matrix involving several nuisance parameters. Then, the Bartlett-type adjustments of the Wald, Score, and modified Likelihood Ratio tests are derived for general consistent estimators of the unknown… (More)

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