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  • Search: subject:"linear covariance structure"
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Subject
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Covariance models with general linear structure 1 Diverging parameters 1 Estimation theory 1 Extended Bayesian information criteria 1 Linear covariance structure 1 Quasi-likelihood ratio test 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 linear covariance structure 1 locally best test 1 locally uniformly best test 1 random components 1 score test 1 similar test 1 test for multivariate white noise 1 time series 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Fan, Xinyan 1 Lan, Wei 1 Nyblom, Jukka 1 Tsai, Chih-Ling 1 Zou, Tao 1
Published in...
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Journal of Multivariate Analysis 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
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ECONIS (ZBW) 1 RePEc 1
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Covariance model with general linear structure and divergent parameters
Fan, Xinyan; Lan, Wei; Zou, Tao; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
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Invariant Tests for Covariance Structures in Multivariate Linear Model
Nyblom, Jukka - In: Journal of Multivariate Analysis 76 (2001) 2, pp. 294-315
The null hypothesis that the error vectors in a multivariate linear model are independent is tested against the alternative hypothesis that they are dependent in some specified manner. This dependence is assumed to be due to common random components or autocorrelation over time. The testing...
Persistent link: https://www.econbiz.de/10005160423
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