The power of the likelihood ratio test for additional information in a multivariate linear model
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This paper deals with the likelihood ratio test for additional information in a multivariate linear model. It is shown that the power of the likelihood ratio test procedure has a monotonicity property. Asymptotic approximations for the power are also obtained.
AMS 1970 subject classificationsPrimary 62H15 Secondary 62H10
Key words and phrasesPower of likelihood ratio test additional information asymptotic expansions nonnull distribution multivariate linear model
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