Covariance model with general linear structure and divergent parameters
Xinyan Fan, Wei Lan, Tao Zou, and Chih-Ling Tsai
| Year of publication: |
2024
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|---|---|
| Authors: | Fan, Xinyan ; Lan, Wei ; Zou, Tao ; Tsai, Chih-Ling |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 1, p. 36-48
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| Subject: | Covariance models with general linear structure | Diverging parameters | Extended Bayesian information criteria | Linear covariance structure | Quasi-likelihood ratio test | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2142593 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448670