Likelihood ratio tests for covariance hypotheses generating commutative quadratic subspaces
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Publication:3943847
DOI10.1080/03610928108828202zbMath0484.62078OpenAlexW2051544384MaRDI QIDQ3943847
Publication date: 1981
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928108828202
multivariate normal modelsvariance componentsexplicit maximum likelihood estimatesbeta variatesbalanced mixed models
Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
- Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance
- Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures
- Testing and estimation when a normal covariance matrix has intraclass structure of arbitrary order
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
- Quadratic Subspaces and Completeness
- Completeness for a Family of Multivariate Normal Distributions