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Testing covariance structures belonging to quadratic subspace under doubly multivariate model
时间:2023年07月13日 14:31 点击数:

报告人:梁宇莉

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报告时间:7月14日上午 8:40-9:20

邀请人:高巍

报告摘要:

In this paper we study hypotheses related to certain hierarchical dependence structure (such that the interclass and intraclass correlations belong to a commutative quadratic subspace) in doubly multivariate models. The Rao score test and likelihood ratio test statistics are derived, as well as the exact distribution of the likelihood ratio test. Simulation studies show the advantage of the Rao score test over the likelihood ratio test in the speed of convergence to the limiting chi-square distribution, while both proposed tests are competitive from the point of view of their power. The results presented are applied to real data example.

主讲人简介:

梁宇莉博士为瑞典林奈大学经济学院经济与统计系助理教授,曾任瑞典厄勒布鲁大学商学院统计系教职, 硕士生导师和瑞典国家统计局方法论部门资深统计师(senior methodologist),于乌普萨拉大学获统计学硕士学位,后于斯德哥尔摩大学获统计学博士学位。主要研究兴趣为含协方差结构的多元模型,已在包括Biometrical Journal, Statistical Paper在内的国际SCI期刊上发表论文数篇。

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