Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153187 | Statistics & Probability Letters | 2013 | 6 Pages |
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
Authors
A.M. Manceur, P. Dutilleul,