Article ID Journal Published Year Pages File Type
1153187 Statistics & Probability Letters 2013 6 Pages PDF
Abstract

We present modified likelihood ratio tests (LRTs) for simple and double separability of a variance–covariance structure, unbiased in finite samples. The modification is a penalty-based homothetic transformation of the LRT statistic. Optimal penalties, depending on the mean model, contain novel information.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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