Unbiased modified likelihood ratio tests for simple and double separability of a variance-covariance structure

DOI10.1016/j.spl.2012.10.020zbMath1352.62118OpenAlexW2042837207MaRDI QIDQ1950677

Ameur M. Manceur, Pierre Dutilleul

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.10.020

zbMATH Keywords

covariance structurespenalty factorbias in likelihood ratio testingmodified test statisticmultidimensional normal distribution modelsseparable variance

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

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