A likelihood ratio test for separability of covariances (English)
- New search for: Mitchell, Matthew W.
- New search for: Genton, Marc G.
- New search for: Gumpertz, Marcia L.
- New search for: Mitchell, Matthew W.
- New search for: Genton, Marc G.
- New search for: Gumpertz, Marcia L.
In:
Journal of Multivariate Analysis
;
97
, 5
;
1025-1043
;
2003
-
ISSN:
- Article (Journal) / Electronic Resource
-
Title:A likelihood ratio test for separability of covariances
-
Contributors:
-
Published in:Journal of Multivariate Analysis ; 97, 5 ; 1025-1043
-
Publisher:
- New search for: Elsevier Inc.
-
Publication date:2003-10-23
-
Size:19 pages
-
ISSN:
-
DOI:
-
Type of media:Article (Journal)
-
Type of material:Electronic Resource
-
Language:English
-
Keywords:
-
Source:
Table of contents – Volume 97, Issue 5
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1025
-
A likelihood ratio test for separability of covariancesMitchell, Matthew W. / Genton, Marc G. / Gumpertz, Marcia L. et al. | 2003
- 1044
-
Limit distributions of least squares estimators in linear regression models with vague conceptsKrätschmer, Volker et al. | 2003
- 1070
-
Corrected version of AIC for selecting multivariate normal linear regression models in a general nonnormal caseYanagihara, Hirokazu et al. | 2004
- 1090
-
Modified Whittle estimation of multilateral models on a latticeRobinson, P.M. / Vidal Sanz, J. et al. | 2004
- 1121
-
Asymptotic robustness of standard errors in multilevel structural equation modelsYuan, Ke-Hai / Bentler, Peter M. et al. | 2004
- 1142
-
Nonparametric regression function estimation with surrogate data and validation samplingWang, Qihua et al. | 2004
- 1162
-
Semi-parametric estimation of partially linear single-index modelsXia, Yingcun / Härdle, Wolfgang et al. | 2004
- 1185
-
Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errorsDaniels, Michael J. et al. | 2004
- 1208
-
Preserving multivariate dispersion: An application to the Wishart distributionFernández-Ponce, J.M. / Rodríguez-Griñolo, R. et al. | 2004
- 1221
-
Parameter estimation under ambiguity and contamination with the spurious modelTeresa Gallegos, María / Ritter, Gunter et al. | 2004
- 1251
-
Total positivity order and the normal distributionRinott, Yosef / Scarsini, Marco et al. | 2004
- CO2
-
Inside Front Cover (C2): Editorial Board| 2006