Title
A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
Authors
[ 1 ] Instytut Matematyki, Wydział Elektryczny, Politechnika Poznańska | [ P ] employee
Scientific discipline (Law 2.0)
Year of publication
2017
Published in
Article type
scientific article
Publication language
english
Keywords
EN
- empirical null distribution
- Likelihood ratio test
- maximum likelihood estimates
- Rao’s score test
- separable covariance structure
Pages (from - to)
192 - 215
Ministry points / journal
35
Ministry points / journal in years 2017-2021
35
Impact Factor
1,114
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