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Distribution and density approximation of the co variance matrix in the growth curve model

 

作者: Tõnu Kollo,   Dietrich Von Rosen,  

 

期刊: Statistics  （Taylor Available online 2000）
卷期: Volume 35, issue 1  

页码: 1-22

 

ISSN:0233-1888

 

年代: 2000

 

DOI:10.1080/02331880108802722

 

出版商: Gordon & Breach Science Publishers

 

关键词: Growth Curve model;Gmanova;Wishart approximation;Edgeworth type expansion;Maximum likelihood estimator;Covariance matrix

 

数据来源: Taylor

 

摘要:

Approximations of the distribution for the maximum likelihood estimator of the dispersion matrix in the Growth Curve model due to Potthoff and Roy 0964) are considered. Three different approaches are presented. Two are based on an Edgeworth type expansion where as approximating distribution two different Wishart distributions are used. In a third approach we utilize the structure of the estimator and combine an Edgeworth type expansion with an approach put forward by Fujikoshi (1985).

 

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