Estimating covariance in a growth curve model
نویسندگان
چکیده
منابع مشابه
Testing Some Covariance Structures under a Growth Curve Model in High Dimension
In this paper we consider the problem of testing (a) sphericity and (b) intraclass covariance structure under a Growth Curve model. The maximum likelihood estimator (MLE) for the mean in a Growth Curve model is a weighted estimator with the inverse of the sample covariance matrix which is unstable for large p close to N and singular for p larger than N . The MLE for the covariance matrix is bas...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1995
ISSN: 0024-3795
DOI: 10.1016/0024-3795(93)00057-7