The growth curve model with an autoregressive covariance structure
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Publication:749135
DOI10.1007/BF00049306zbMath0712.62087OpenAlexW2082703406MaRDI QIDQ749135
N. Tanimura, Yasunori Fujikoshi, Takashi Kanda
Publication date: 1990
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00049306
iterative algorithmgrowth curve modellikelihood ratio statisticmaximum likelihood estimatorsautoregressive covariance structuremodified likelihood equations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Related Items (3)
Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Analysis of growth curves with patterned correlation matrices using quasi-least squares ⋮ Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices
Cites Work
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- A note on a Manova model applied to problems in growth curve
- ASYMPTOTIC TESTS FOR GROWTH CURVE MODELS WITH AUTOREGRESSIVE ERRORS
- Prediction and Estimation of Growth Curves With Special Covariance Structures
- Stochastic Growth Curve Analysis
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
- Linear Statistical Inference and its Applications
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