Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
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References listed on IDEAS
- Sean L. Simpson & Lloyd J. Edwards & Martin A. Styner & Keith E. Muller, 2014. "Separability tests for high-dimensional, low-sample size multivariate repeated measures data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(11), pages 2450-2461, November.
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- Magnus, J.R. & Neudecker, H., 1986. "Symmetry, 0-1 matrices and Jacobians : A review," Other publications TiSEM c1c491d0-f2bf-4de1-94f8-3, Tilburg University, School of Economics and Management.
More about this item
KeywordsRao’s score test; Separable covariance structure; Maximum likelihood estimators; Likelihood ratio test; Empirical null distribution; Monte Carlo simulations;
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