The growth curve model with an autoregressive covariance structure

DOI10.1007/BF00049306zbMath0712.62087OpenAlexW2082703406MaRDI QIDQ749135

N. Tanimura, Yasunori Fujikoshi, Takashi Kanda

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00049306

zbMATH Keywords

iterative algorithmgrowth curve modellikelihood ratio statisticmaximum likelihood estimatorsautoregressive covariance structuremodified likelihood equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Analysis of growth curves with patterned correlation matrices using quasi-least squares ⋮ Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices

Cites Work

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• A note on a Manova model applied to problems in growth curve
• ASYMPTOTIC TESTS FOR GROWTH CURVE MODELS WITH AUTOREGRESSIVE ERRORS
• Prediction and Estimation of Growth Curves With Special Covariance Structures
• Stochastic Growth Curve Analysis
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
• Linear Statistical Inference and its Applications

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