增长曲线模型参数的似然比检验

LIKELIHOOD RATIO CRITERIA OF PARAMETERS IN GROWTH CURVE MODEL FOR MULTIVARIATE ELLIPTICALLY CONTOURED DISTRIBUTIONS

  • 摘要: 正态假设下增长曲线模型参数的极大似然估计已被广为研究。本文在两类更为广泛的分布族——椭球等高分布族中研究了增长曲线模型参数的极大似然估计问题;并讨论它们与正态假设下其估计的内在联系;导出了一般假设检验的似然比准则;对某些特殊而常见的检验问题,研究了其验检统计量的零分布不变性。

     

    Abstract: The maximum likelihood estimates of parameters in growth curve model under normal distribution have been studied by many authors. In this paper, the maximum likelihood estimates of parameters in the growth curve model under two classes of matrix elliptically contoured distributions are discussed. Likelihood ratio criteria are obtained for many null hypotheses, which have the same form as that of the normal case. The testing statistics that are invariant in the classes of matrix elliptically contoured distributions are also studied.

     

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