Open AccessValidity check in multivariate linear regression using likelihood ratio test based on the Cameron-Martin-Girsanov formula of the asymptotic model
Author(s) -
Wayan Somayasa,
Baharuddin Baharuddin,
Bahridin Abapihi,
Desak Ketut Sutiari
Publication year - 2021
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/5.0039423
Subject(s) - multivariate statistics , bayesian multivariate linear regression , girsanov theorem , statistics , mathematics , likelihood ratio test , linear regression , test (biology) , regression analysis , econometrics , geology , brownian motion , paleontology
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