✦ LIBER ✦

Estimation and Tests for Departures from Rao-Structured Covariance Matrices

✍ Scribed by Dr. Subir Ghosh; D. V. Gokhale

Publisher: John Wiley and Sons
Year: 1987
Tongue: English
Weight: 257 KB
Volume: 29
Category: Article
ISSN: 0323-3847
DOI: 10.1002/bimj.4710290304

No coin nor oath required. For personal study only.

✦ Synopsis

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.