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Gaussian fluctuations for sample covariance matrices with dependent data

✍ Scribed by Olga Friesen; Matthias Löwe; Michael Stolz

Book ID
119300448
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
347 KB
Volume
114
Category
Article
ISSN
0047-259X

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📜 SIMILAR VOLUMES

Tests for Gaussian repeated measures wit
Tests for Gaussian repeated measures with missing data in small samples
✍ Diane J. Catellier; Keith E. Muller 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 109 KB 👁 2 views

For small samples of Gaussian repeated measures with missing data, Barton and Cramer recommended using the EM algorithm for estimation and reducing the degrees of freedom for an analogue of Rao's F approximation to Wilks' test. Computer simulations led to the conclusion that the modified test was sl