Testing for Autocorrelation and Equality of Covariance Matrices
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Publication:4335782
DOI10.2307/2533070zbMath0875.62225MaRDI QIDQ4335782
Sean P. McKeown, William D. Johnson
Publication date: 9 November 1997
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2533070
likelihood ratio test; repeated measures; serial correlation; autoregressive process; patterned covariance matrices
62H15: Hypothesis testing in multivariate analysis