Theoretical property of the null distribution of LRT
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Score test for a separable covariance structure with the first component as compound symmetric correlation matrix Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
Likelihood ratio tests (LRTs) for separability of a covariance structure for doubly multivariate data are widely studied in the literature. There are three types of LRT: biased tests based on an asymptotic chi-square null distribution; unbiased/unmodified tests based on an empirical null distribution; and unbiased/modified tests with a test statistic modified to follow a theoretical chi-square ...
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