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

Authors: Totildenu Kollo a; Dietrich Von Rosen a
Affiliation:   a University of Tartu,, stonia
DOI: 10.1080/02331880108802722
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 35, Issue 1 2000 , pages 1 - 22
Formats available: PDF (English)
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Abstract

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).
Keywords: Growth Curve model; Gmanova; Wishart approximation; Edgeworth type expansion; Maximum likelihood estimator; Covariance matrix
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