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A test for proportional covariance matrices

โœ Scribed by James R. Schott


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
112 KB
Volume
32
Category
Article
ISSN
0167-9473

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Estimation and Tests for Departures from
โœ Dr. Subir Ghosh; D. V. Gokhale ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 257 KB

For linear models, a measure of departure of a variance-covariance matrix from Rao-structure (RAo, 1967) is proposed. Relevant estimation and teating problems are discussed. Illustrative examplee are also presented.