Asymptotic Theory of Brown-Fereday′s Method in a Linear Structural Relationship

• Okamoto Masashi

  Osaka University

書誌事項

タイトル別名

• ASYMPTOTIC THEORY OF BROWN-FEREDAY'S METHOD IN A LINEAR STRUCTURAL RELATIONSHIP
• Asymptotic Theory of Brown Fereday s Me

抄録

Brown-Fereday's reduced variate in a linear structural relationship which is modified to be usable when the error variance is unknown is shown to be distributed asymptotically as a weighted sum of independent chi-square variates each with one degree of freedom. A method of constructing an asymptotic confidence region of the coefficient vector of the structural hyperplane based on this variate may be conceived but proves to be inferior to the maximum likelihood method presented by Okamoto and Isogawa (1981).

収録刊行物

• 日本統計学会誌

  日本統計学会誌 13 (1), 53-56, 1983

  一般社団法人 日本統計学会

詳細情報

• CRID: 1390001204437798016
• NII論文ID: 130003582345
• NII論文ID: 40002988155
• NII書誌ID: AA1105098X
• DOI: 10.11329/jjss1970.13.53
• ISSN: 21891478
• ISSN: 03895602
• MRID: 724378
• NDL書誌ID: 2596035
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I2596035
• 本文言語コード: en
• データソース種別:
  • JaLC
  • NDL
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可