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The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variance

โœ Scribed by T.W. Anderson


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
347 KB
Volume
30
Category
Article
ISSN
0047-259X

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Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted (residu