Multivariate analysis with an autoregressive covariance model

DOI10.1080/03610929608831713zbMath0875.62232OpenAlexW2083834786MaRDI QIDQ4337139

P. J. Byrne

Publication date: 11 November 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831713

zbMATH Keywords

repeated measuresmultivariate linear modelBartlett's correctionmultivariate analysis of varianceWilks' lambda

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Unconstrained models for the covariance structure of multivariate longitudinal data

Cites Work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Ante-dependence Analysis of an Ordered Set of Variables
• A corrected likelihood ratio statistic for the multivariate regression model with antedependent errors
• Unnamed Item

This page was built for publication: Multivariate analysis with an autoregressive covariance model