Strong consistency of variance estimation and asymptotic theory for tests of the linear hypothesis in multivariate linear models

Optimization ◽  
1976 ◽  
Vol 7 (5) ◽  
pp. 701-705
Author(s):  
Wolfgange H. Schmidt
Keyword(s):  
Strong Consistency ◽  
Asymptotic Theory ◽  
Linear Models ◽  
Variance Estimation ◽  
Linear Hypothesis ◽  
Multivariate Linear Models

Asymptotic theory of least distances estimate in multivariate linear models

Statistics ◽  
1990 ◽  
Vol 21 (4) ◽  
pp. 503-519 ◽  
Author(s):  
Z. D. Bai ◽  
X.R. Chen ◽  
B.Q. Miao ◽  
C. Radhakrishna Rao
Keyword(s):  
Asymptotic Theory ◽  
Linear Models ◽  
Multivariate Linear Models

scholarly journals Statistical Inference in Regressions with Integrated Processes: Part 2

1989 ◽  
Vol 5 (1) ◽  
pp. 95-131 ◽  
Author(s):  
Joon Y. Park ◽  
Peter C.B. Phillips
Keyword(s):  
Theoretical Investigation ◽  
Time Trends ◽  
Asymptotic Theory ◽  
Linear Models ◽  
Good Deal ◽  
Multivariate Linear Models ◽  
Multiple Lags ◽  
Common Architecture ◽  
Integrated Processes ◽  
New Framework

This paper continues the theoretical investigation of Park and Phillips. We develop an asymptotic theory of regression for multivariate linear models that accommodates integrated processes of different orders, nonzero means, drifts, time trends, and cointegrated regressors. The framework of analysis is general but has a common architecture that helps to simplify and codify what would otherwise be a myriad of isolated results. A good deal of earlier research by the authors and by others comes within the new framework. Special models of some importance are considered in detail, such as VAR systems with multiple lags and cointegrated variates.

scholarly journals M-Methods in multivariate linear models

1985 ◽  
Vol 17 (2) ◽  
pp. 168-184 ◽  
Author(s):  
Julio Motta Singer ◽  
Pranab Kumar Sen
Keyword(s):  
Linear Models ◽  
Multivariate Linear Models

Projected Multivariate Linear Models for Directional Data

1998 ◽  
Vol 93 (443) ◽  
pp. 1068-1077 ◽  
Author(s):  
Brett Presnell ◽  
Scott P. Morrison ◽  
Ramon C. Littell
Keyword(s):  
Linear Models ◽  
Directional Data ◽  
Multivariate Linear Models
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