Some Aspects of Multivariate Analysis

By G. Box, G. Tiao. 2011

79 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/8dcf7335d8aacb30ec239f9a52be47b618716d25

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

Citations in the corpus

Flexible labor and innovation performance : Evidence from longitudinal firm-level data (2010, methodology): “We perform the Chow test of poolability (Roy–Zellner test) for panel data modified by Roy (1957) and Zellner (1962). Results of the Roy–Zellner test do reject the null-hypothesis (at 5%) of equal parameters only for the variables such as firm size and the year dummies (see Table 2).”
High-dimensional consistent independence testing with maxima of rank correlations (2018, methodology): “Traditional methods such as the likelihood ratio test, Roy’s largest root test (Roy, 1957), and Nagao’s L2-type test (Nagao, MSC 2010 subject classifications: 62G10 Keywords and phrases: Degenerate U-statistics, extreme value distribution, indepen- dence test, maximum-type test, rank statistics,…”
Resource Blessing, Revenue Curse? Domestic Revenue Effort in Resource-Rich Countries (2014, background): “Both Chow (1960), Roy (1957), Zellner (1962), and Baltagi (2008) tests for poolability support the panel specification with homogeneous (not country-specific) slope coefficients, since the joint significance of the interactions between regressors and country dummies is rejected.”
Optimal hypothesis testing for high dimensional covariance matrices (2012, methodology): “…the literature can be categorized as the following according to the asymptotic regime under which they are suitable: • p ﬁxed and n → ∞ . likelihood In this classical asymptotic regime, conventional tests for (1) include the ratio test (LRT) [1], Roy’s largest root test [16], and Nagao’s test [14].”