๐”– Bobbio Scriptorium
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A multivariate model with intra-class covariance structure

โœ Scribed by M. Safiul Haq


Book ID
105589597
Publisher
Springer Japan
Year
1974
Tongue
English
Weight
323 KB
Volume
26
Category
Article
ISSN
0020-3157

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Invariant Tests for Covariance Structure
โœ Jukka Nyblom ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 169 KB

The null hypothesis that the error vectors in a multivariate linear model are independent is tested against the alternative hypothesis that they are dependent in some specified manner. This dependence is assumed to be due to common random components or autocorrelation over time. The testing problem