| ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS |
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| 引用本文： | 龚力强. ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS[J]. 数学物理学报(B辑英文版), 1998, 0(4) |
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| 作者姓名： | 龚力强 |
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| 作者单位： | South China Construction University，Guangzhou 510405，China |
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| 摘 要： | 1IntroductionTheideaofgeneralizedgrowthcurvemodelsmeanswhereY=(yi,y2,''tAN)isapxNobservationmains;bothBandAarematrixeswithknownconstantelementsoforderpxqandmxNrespectively:(isaqxinparametermatriX;e=(el,ez,'',eN)isarandomerrorrnatrisoforderNxN;Zisanonnegativedefitiveparametermatrixoforderpxp,W=(wij)isaNxNnon-negativedefitivernatriswithknownelements.LetYdenoteamatriXwhosecoluxnnvectorsarethecorrelatedsaxnpleswithsizeNfroma"dimensionalnormalpopulation.Thecovariancematrixofthepopulationis…
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ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS |
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| Gong Liqiang. ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS[J]. Acta Mathematica Scientia, 1998, 0(4) |
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| Authors: | Gong Liqiang |
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| Abstract: | In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions. |
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| Keywords: | Likelihood ratio statistic Sphericity test Moment. |
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