Hypotheses Testing on Covariance Structures: Comparison of likelihood ratio test, Rao's score test and Wald's score test.

Tõnu Kollo; Dietrich von Rosen

Hypotheses Testing on Covariance Structures: Comparison of likelihood ratio test, Rao's score test and Wald's score test.

Tõnu Kollo
, Dietrich von Rosen

Department of Energy and Technology

Publication: Chapter in Book/Report/Conference proceeding › Conference paper in proceedings › peer-review

Original language	English
Title of host publication	Stochastic and Data Analysis Methods and Applications in Statistics and Demography - Second Book from ASMDA2015 International Conference
Publisher	ASMDA
Pages	423 - 436
Number of pages	14
ISBN (Print)	978-618-5180-18-8
Publication status	Published - 2016

Cite this

@inproceedings{5a8fa76f6fb6406c8b854d656c2f7233,

title = "Hypotheses Testing on Covariance Structures: Comparison of likelihood ratio test, Rao's score test and Wald's score test.",

author = "T{\~o}nu Kollo and \{von Rosen\}, Dietrich",

year = "2016",

language = "English",

isbn = "978-618-5180-18-8",

pages = "423 -- 436",

booktitle = "Stochastic and Data Analysis Methods and Applications in Statistics and Demography - Second Book from ASMDA2015 International Conference",

publisher = "ASMDA",

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Hypotheses Testing on Covariance Structures: Comparison of likelihood ratio test, Rao's score test and Wald's score test. / Kollo, Tõnu; von Rosen, Dietrich.
Stochastic and Data Analysis Methods and Applications in Statistics and Demography - Second Book from ASMDA2015 International Conference. ASMDA, 2016. p. 423 - 436.

Publication: Chapter in Book/Report/Conference proceeding › Conference paper in proceedings › peer-review

TY - GEN

T1 - Hypotheses Testing on Covariance Structures: Comparison of likelihood ratio test, Rao's score test and Wald's score test.

AU - Kollo, Tõnu

AU - von Rosen, Dietrich

PY - 2016

Y1 - 2016

UR - https://res.slu.se/id/publ/83676

M3 - Conference paper in proceedings

SN - 978-618-5180-18-8

SP - 423

EP - 436

BT - Stochastic and Data Analysis Methods and Applications in Statistics and Demography - Second Book from ASMDA2015 International Conference

PB - ASMDA

ER -

Hypotheses Testing on Covariance Structures: Comparison of likelihood ratio test, Rao's score test and Wald's score test.

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