Tests Concerning Equicorrelation Matrices with Grouped Normal Data

DOI10.1081/STA-200054432zbMath1080.62041MaRDI QIDQ4681053

Tim B. Swartz, Sarath G. Banneheka, Paramjit S. Gill

Publication date: 14 June 2005

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

zbMATH Keywords

likelihood ratio testmaximum likelihood estimationscore testintraclass correlationsmall-sample inference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Testing the equality of several intraclass correlation coefficients
• Testing the equality of covariance matrices under intraclass correlation models
• Asymptotics and the theory of inference
• Likelihood Asymptotics
• Modified signed log likelihood ratio
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Simultaneous estimation of several intraclass correlation coefficients

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