Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588): Difference between revisions
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| Property / DOI: 10.1016/J.JMVA.2016.05.009 / rank | |||
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Latest revision as of 02:38, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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