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WALD TYPE TESTS WITH THE WRONG DISPERSION MATRIX

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.

Identiferoai:union.ndltd.org:siu.edu/oai:opensiuc.lib.siu.edu:dissertations-2953
Date01 September 2021
CreatorsRajapaksha, Kosman Watte Gedara Dimuthu Hansana
PublisherOpenSIUC
Source SetsSouthern Illinois University Carbondale
Detected LanguageEnglish
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Formatapplication/pdf
SourceDissertations

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