Title
Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
Authors
[ 1 ] Instytut Matematyki, Wydział Elektryczny, Politechnika Poznańska | [ P ] employee
Year of publication
2016
Published in
Article type
scientific article
Publication language
english
Keywords
EN
- rao’s score test
- separable covariance structure
- maximum likelihood estimators
- likelihood ratio test
- empirical null distribution
- monte carlo simulations
Pages (from - to)
105 - 124
Ministry points / journal
25
Impact Factor
0,901
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