The likelihood ratio test for a separable covariance matrix (Q2485558): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2005.04.020
@@ Property / DOI: 10.1016/j.spl.2005.04.020 / rank @@
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@@ Property / author @@
+Dale L. Zimmerman
@@ Property / author: Dale L. Zimmerman / rank @@
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+AS 53
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2005.04.020
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+W2066620825
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@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
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@@ Property / cites work @@
+The mle algorithm for the matrix normal distribution
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@@ Property / cites work @@
+Q4360236
@@ Property / cites work: Q4360236 / rank @@
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@@ Property / cites work @@
+Q4850610
@@ Property / cites work: Q4850610 / rank @@
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@@ Property / cites work @@
+Spatial Correlation Analysis of Uniformity Data
@@ Property / cites work: Spatial Correlation Analysis of Uniformity Data / rank @@
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@@ Property / cites work @@
+Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
+Normal rank
@@ Property / cites work @@
+Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures
+Normal rank
@@ Property / cites work @@
+An asymptotic test for separability of a spatial autoregressive model
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@@ Property / DOI @@
+.1016/J.SPL.2005.04.020
@@ Property / DOI: 10.1016/J.SPL.2005.04.020 / rank @@
+Normal rank