Essays about: "Anneli Gottfridsson"
Found 1 essay containing the words Anneli Gottfridsson.
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1. Likelihood ratio tests of separable or double separable covariance structure, and the empirical null distribution
University essay from Matematiska institutionenAbstract : The focus in this thesis is on the calculations of an empirical null distributionfor likelihood ratio tests testing either separable or double separable covariancematrix structures versus an unstructured covariance matrix. These calculationshave been performed for various dimensions and sample sizes, and are comparedwith the asymptotic χ2-distribution that is commonly used as an approximative distribution. READ MORE
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