Ml estimation and lr tests for the multivariate normal distribution with general linear model mean and linear-structure covariance matrix: k-population complete-data case
DOI10.1080/03610928608829108zbMath0602.62043OpenAlexW4250516576MaRDI QIDQ3738407
Ronald W. Helms, Dalton F. Andrade
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829108
AlgorithmsEM algorithmasymptotic efficiencycovariance matrixmeanlinear structuremethod of scoringAsymptotic distributionslocal alternative hypotheseslongitudinal analysisasymptotic null and non-null distributionscomplete-data caseK-population multivariate normal distributionLikelihood ratio (LR) testsMaximum likelihood (ML) estimators
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
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