Likelihood ratio tests for covariance structure in random effects models

DOI10.1006/jmva.1993.1055zbMath0817.62046OpenAlexW1976295655MaRDI QIDQ689339

Satoshi Kuriki

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1055

zbMATH Keywords

likelihood ratio testrandom effects modelsWishart distributionFKG inequalityunbiasednesschi-squared distributiongrowth curve model with random coefficientshierarchical hypotheseslimiting null distributionslocal unbiasednessmonotonicity of power functionmultivariate variance components modelScheffe's mixed model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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