ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

数学物理学报(英文版) ›› 1998, Vol. 18 ›› Issue (4): 440-448.

ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

龚力强

South China Construction University, Guangzhou 510405, China

收稿日期:1996-07-24 修回日期:1997-09-01 出版日期:1998-12-25 发布日期:1998-12-25

ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

Gong Liqiang

South China Construction University, Guangzhou 510405, China

Received:1996-07-24 Revised:1997-09-01 Online:1998-12-25 Published:1998-12-25

摘要/Abstract

摘要： In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.

关键词: Likelihood ratio statistic, Sphericity test, Moment

Abstract: In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.

Key words: Likelihood ratio statistic, Sphericity test, Moment

龚力强. ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS[J]. 数学物理学报(英文版), 1998, 18(4): 440-448.

Gong Liqiang. ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS[J]. Acta mathematica scientia,Series B, 1998, 18(4): 440-448.

[1]	邱德华, ?陈平炎, Volodin ANDREI. COMPLETE MOMENT CONVERGENCE FOR L^P-MIXINGALES[J]. 数学物理学报(英文版), 2017, 37(5): 1319-1330.
[2]	R. AGARWAL, S. HRISTOVA, P. KOPANOV, D. O'REGAN. IMPULSIVE DIFFERENTIAL EQUATIONS WITH GAMMA DISTRIBUTED MOMENTS OF IMPULSES AND P-MOMENT EXPONENTIAL STABILITY[J]. 数学物理学报(英文版), 2017, 37(4): 985-997.
[3]	胡巍, 刘禄勤. MOMENTS OF PASSAGE TIMES AND ASYMPTOTIC BEHAVIOR OF INCREASING SELF-SIMILAR MARKOV PROCESSES[J]. 数学物理学报(英文版), 2015, 35(6): 1426-1436.
[4]	赵月旭. ASYMPTOTIC PROPERTIES OF THE MOMENT CONVERGENCE FOR NA SEQUENCES[J]. 数学物理学报(英文版), 2014, 34(2): 301-312.
[5]	邹晨. LARGE TIME BEHAVIORS OF THE ISENTROPIC BIPOLAR COMPRESSIBLE NAVIER-STOKES-POISSON SYSTEM[J]. 数学物理学报(英文版), 2011, 31(5): 1725-1740.
[6]	袁海丽, 胡亦钧. OPTIMAL PROPORTIONAL REINSURANCE WITH CONSTANT DIVIDEND BARRIER[J]. 数学物理学报(英文版), 2010, 30(3): 791-798.
[7]	Hai-Liang Li, Tong Yang, Chen Zou. TIME ASYMPTOTIC BEHAVIOR OF THE BIPOLAR NAVIER-STOKES-POISSON SYSTEM[J]. 数学物理学报(英文版), 2009, 29(6): 1721-1736.
[8]	白鹏; 石磊. TESTING SPHERICITY IN A GMANOVA-MANOVA MODEL WITH NORMAL ERROR[J]. 数学物理学报(英文版), 2008, 28(3): 639-650.
[9]	黎勇. RELAXATION TIME LIMITS PROBLEM FOR HYDRODYNAMIC MODELS IN #br# SEMICONDUCTOR SCIENCE[J]. 数学物理学报(英文版), 2007, 27(2): 437-448.
[10]	伍长春; 张润楚. THE ASYMPTOTIC DISTRIBUTIONS OF EMPIRICAL LIKELIHOOD RATIO STATISTICS IN THE PRESENCE OF MEASUREMENT ERROR[J]. 数学物理学报(英文版), 2007, 27(2): 232-242.
[11]	李波; 刘禄勤. AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS[J]. 数学物理学报(英文版), 2006, 26(4): 639-645.
[12]	Sofiya Ostrovska. WEAK UNCORRELATEDNESS OF RANDOM VARIABLES[J]. 数学物理学报(英文版), 2006, 26(2): 379-384.
[13]	A. K. Gupta, D. G. Kabe. ON TESTING THE EQUALITY OF K MULTIPLE AND PARTIAL CORRELATION COEFFICIENTS[J]. 数学物理学报(英文版), 2001, 21(2): 221-223.

ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

PDF (PC)

摘要/Abstract

引用本文

使用本文

参考文献

相关文章 13

Metrics

本文评价

推荐阅读 10