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

zbMATH Keywords

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Analysing longitudinal data via nonlinear models in randomized block designs. ⋮ Linear Equality Constraints in the General Linear Mixed Model

This page was built for publication: 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