2016•Unpublished venueRequires access

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

Tõnu Kollo, Dietrich von Rosen, Marju Valge

Open publisher page 0 citations

Abstract

For a normal population likelihood ratio test, Rao’s score test and Wald’s score test for testing covariance structures are compared in the situation when the number of variables and the sample siz ...

About this research paper

What this paper is about

For a normal population likelihood ratio test, Rao’s score test and Wald’s score test for testing covariance structures are compared in the situation when the number of variables and the sample siz ...

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

For a normal population likelihood ratio test, Rao’s score test and Wald’s score test for testing covariance structures are compared in the situation when the number of variables and the sample siz ...

Key concepts: Wald test, Score test, Likelihood-ratio test, Statistics, Mathematics, Test (biology), Covariance, Sequential probability ratio test

Related papers

Back to paper searchBrowse research topicsOriginal source
Hypotheses Testing on Covariance Structures : Comparison of likelihood ratio test, Rao's score test and Wald's score test — Research Paper | ScholarLens