Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588): Difference between revisions

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Revision as of 10:37, 12 July 2024

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Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
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    Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (English)
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    18 August 2016
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    Rao's score test
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    separable covariance structure
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    maximum likelihood estimators
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    likelihood ratio test
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    empirical null distribution
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    Monte Carlo simulations
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