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Frequency Domain Causality Analysis Method for Multivariate Systems in Hypothesis Testing Framework
IFAC Proceedings Volumes, 2014Abstract A variety of causality analysis methods have been proposed and used for complex large multivariate systems. In the frequency domain, partial directed coherence (PDC) is an important method. We expect that the frequency domain methods can provide a more detailed explanation of causal influence over different frequencies, but PDC provides no ...
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Power of the likelihood-ratio test of the general linear hypothesis in multivariate analysis
Biometrika, 19641-1. General background. In a basic paper on multivariate tests of linear hypotheses, Wilks (1932) applied the method of the likelihood ratio to the problem of testing the equality of mean vectors in k multivariate populations. The general approach of this early paper has been extended and expanded in the literature until, now, a procedure is available
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A comparison of tests of the Wilks-Lawley hypothesis in multivariate analysis
Biometrika, 1965Three different tests have been proposed for the Wilks-Lawley hypothesis of the homogeneity of group means in multivariate analysis (i.e. of the equality of np-variate normal means). These tests are: the likelihood ratio test (Wilks, 1932); the analysis of variance analogue (Lawley, 1938) and the generalized Mahalanobis distance statistic (Pillai, 1954)
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