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  • Search: subject:"likelihood ratio test statistic"
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Year of publication
Subject
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Wald and likelihood ratio test statistic 6 linear hypotheses on variance components 6 repeated variance components model 6 Analysis of variance 2 Estimation theory 2 Schätztheorie 2 Statistical test 2 Statistical theory 2 Statistische Methodenlehre 2 Statistischer Test 2 Varianzanalyse 2 62E20 Stochastic optimization Likelihood ratio test statistic Asymptotic normality Asymptotic bias Nonnested models Moment (covariance) structures Discrepancy functions 1 62F05 secondary 1 Monte Carlo experiment 1 bootstrap 1 confidence interval 1 factor analysis 1 likelihood ratio test statistic 1 maximum likelihood 1 primary 1
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Online availability
All
Free 6 Undetermined 2
Type of publication
All
Book / Working Paper 6 Article 2
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 4 Undetermined 4
Author
All
Hartung, Joachim 6 Knapp, Guido 6 Ichikawa, Masanori 1 Konishi, Sadanori 1 Shapiro, Alexander 1
Institution
All
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2
Published in...
All
Technical Report 2 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2 Journal of Multivariate Analysis 1 Psychometrika 1
Source
All
RePEc 4 ECONIS (ZBW) 2 EconStor 2
Showing 1 - 8 of 8
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Asymptotic normality of test statistics under alternative hypotheses
Shapiro, Alexander - In: Journal of Multivariate Analysis 100 (2009) 5, pp. 936-945
The aim of this paper is to present a framework for asymptotic analysis of likelihood ratio and minimum discrepancy test statistics. First order asymptotics are presented in a general framework under minimal regularity conditions and for not necessarily nested models. In particular, these...
Persistent link: https://www.econbiz.de/10005153137
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On testing variance components in ANOVA models
Hartung, Joachim; Knapp, Guido - 2000
In this paper we derive asymptotic x 2 - tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the...
Persistent link: https://www.econbiz.de/10010316449
Saved in:
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On testing variance components in ANOVA models
Hartung, Joachim; Knapp, Guido - Institut für Wirtschafts- und Sozialstatistik, … - 2000
In this paper we derive asymptotic x 2 - tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the...
Persistent link: https://www.econbiz.de/10010955417
Saved in:
Cover Image
On testing variance components in ANOVA models
Hartung, Joachim; Knapp, Guido - 2000
In this paper we derive asymptotic x 2 - tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the...
Persistent link: https://www.econbiz.de/10009783545
Saved in:
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Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
Hartung, Joachim; Knapp, Guido - 1998
In this paper we derive asymptotic x2-tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the...
Persistent link: https://www.econbiz.de/10010316661
Saved in:
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Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
Hartung, Joachim; Knapp, Guido - Institut für Wirtschafts- und Sozialstatistik, … - 1998
In this paper we derive asymptotic x2-tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the...
Persistent link: https://www.econbiz.de/10010955468
Saved in:
Cover Image
Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
Hartung, Joachim; Knapp, Guido - 1998
In this paper we derive asymptotic x2-tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the...
Persistent link: https://www.econbiz.de/10010438770
Saved in:
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Application of the bootstrap methods in factor analysis
Ichikawa, Masanori; Konishi, Sadanori - In: Psychometrika 60 (1995) 1, pp. 77-93
Persistent link: https://www.econbiz.de/10005166514
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