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Distributions of certain test statistics in multivariate regression
Includes bibliography.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2016
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| _version_ | 1867613225339584512 |
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| access_status_str | Open Access |
| author | Coutsourides, Dimitris |
| author2 | Troskie, Casper G |
| author_browse | Coutsourides, Dimitris Troskie, Casper G |
| author_facet | Troskie, Casper G Coutsourides, Dimitris |
| author_sort | Coutsourides, Dimitris |
| collection | Thesis |
| description | Includes bibliography. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/18283 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:45.765Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2016 |
| publishDateRange | 2016 |
| publishDateSort | 2016 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/18283 Distributions of certain test statistics in multivariate regression Coutsourides, Dimitris Troskie, Casper G Mathematical Statistics Includes bibliography. This thesis is principally concerned with test criteria for testing different hypotheses for the multivariate regression. In this preface a brief summary of each of the succeeding chapters is given. In Chapter 1 the problem of testing the equality of two population multiple correlation coefficients in identical regression experiments has been studied. The author's results are extentions to those of Schuman and Bradley. In Chapter 2 the results of Chapter 1 are extended to the multivariate case, in other words, the author has constructed tests in order to test the equality of two population generalized multiple correlation matrices. In Chapter 3 the author shows that the Ridge Regression, Principal Components and Shrunken estimators yield the same central t and F statistics as the ordinary least square estimator. In Chapter 4 using the results of Aitken, simultaneous tests for the Cp-criterion of Mallows are constructed. Some comments on extrapolation and prediction are made. In Chapter 5 the Ridge and Principal components residuals are studied. Their use for detecting outliers, when multi-collinearity is present, is examined. 2016-03-28T14:34:05Z 2016-03-28T14:34:05Z 1980 Doctoral Thesis Doctoral PhD http://hdl.handle.net/11427/18283 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Mathematical Statistics Coutsourides, Dimitris Distributions of certain test statistics in multivariate regression |
| thesis_degree_str | Doctoral |
| title | Distributions of certain test statistics in multivariate regression |
| title_full | Distributions of certain test statistics in multivariate regression |
| title_fullStr | Distributions of certain test statistics in multivariate regression |
| title_full_unstemmed | Distributions of certain test statistics in multivariate regression |
| title_short | Distributions of certain test statistics in multivariate regression |
| title_sort | distributions of certain test statistics in multivariate regression |
| topic | Mathematical Statistics |
| url | http://hdl.handle.net/11427/18283 |
| work_keys_str_mv | AT coutsouridesdimitris distributionsofcertainteststatisticsinmultivariateregression |