The growth curve model with an autoregressive covariance structure

DOI10.1007/BF00049306zbMath0712.62087MaRDI QIDQ749135

N. Tanimura, Yasunori Fujikoshi, Takashi Kanda

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

iterative algorithm; growth curve model; likelihood ratio statistic; maximum likelihood estimators; autoregressive covariance structure; modified likelihood equations

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

Related Items

Contributions to multivariate analysis by Professor Yasunori Fujikoshi, Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices, Analysis of growth curves with patterned correlation matrices using quasi-least squares

Cites Work

• Unnamed Item
• Unnamed Item
• 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