Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar

DOI10.1080/03610920008832613zbMath0992.62054OpenAlexW2107635083MaRDI QIDQ4541667

Elisete C. Q. Aubin, Gauss M. Cordeiro

Publication date: 28 July 2002

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

Full work available at URL: https://doi.org/10.1080/03610920008832613

zbMATH Keywords

likelihood ratio testnormal linear modelmaximum likelihood estimateheteroskedastic model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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