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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

WALD TYPE TESTS WITH THE WRONG DISPERSION MATRIX

Rajapaksha, Kosman Watte Gedara Dimuthu Hansana 01 September 2021 (has links)
A Wald type test with the wrong dispersion matrix is used when the dispersion matrix is not a consistent estimator of the asymptotic covariance matrixof the test statistic. One class of such tests occurs when there are k groups and it is assumed that the population covariance matrices from the k groups are equal, but the common covariance matrix assumption does not hold. The pooled t test, one way AVOVA F test, and one way MANOVA F test are examples of this class. Two bootstrap confidence regions are modified to obtain large sample Wald type tests with the wrong dispersion matrix.

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