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Estimation and Tests for Departures from Rao-Structured Covariance Matrices |
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| Authors: | Dr. Subir Ghosh D. V. Gokhale |
| Affiliation: | University of California, Riverside |
| Abstract: | For linear models, a measure of departure of a variance-covariance matrix from Rao-structure (Rao, 1967) is proposed. Relevant estimation and testing problems are discussed. Illustrative examples are also presented. |
| Keywords: | Autoregressive structure Block designs Correlated observations, Departure Estimation Linear model Nearest neighbor structure Rao's structure Tests |