Essays about: "Flip-flop Algorithm"

Found 1 essay containing the words Flip-flop Algorithm.

  1. 1. Likelihood ratio tests of separable or double separable covariance structure, and the empirical null distribution

    University essay from Matematiska institutionen

    Author : Anneli Gottfridsson; [2011]
    Keywords : Empirical Null Distribution; Flip-flop Algorithm; Kronecker Product; Likelihood Ratio Test; Matrix Normal Distribution; Maximum Likelihood Estimator; Multilinear Normal Distribution; Separable Covariance Structure; Statistics.;

    Abstract : 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