Permutation based testing on covariance separability (Q2418078): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: MVN / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2892894622 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference with Transposable Data: Modelling the Effects of Row and Column Correlations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Multi-Sided Permutation Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some matrix-variate distribution theory: Notational considerations and a Bayesian application / rank
 
Normal rank
Property / cites work
 
Property / cites work: The mle algorithm for the matrix normal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Score test for a separable covariance structure with the first component as compound symmetric correlation matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new nonparametric approach for multiplicity control: Optimal subset procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for separability of spatial\,-\,temporal covariance functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix-variate beta distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of invariant consistent tests for multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Marginal Homogeneity Against Stochastic Order in Multivariate Ordinal Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Nonparametric Assessment of Properties of Space–Time Covariance Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood ratio tests of correlated multivariate samples / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution-free tests of mean vectors and covariance matrices for multivariate paired data / rank
 
Normal rank
Property / cites work
 
Property / cites work: The likelihood ratio test for a separable covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measures of multivariate skewness and kurtosis with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A likelihood ratio test for separability of covariances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-sample consistency of combination-based permutation tests with application to repeated measures designs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W / rank
 
Normal rank
Property / cites work
 
Property / cites work: An analysis of variance test for normality (complete samples) / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>p</i>-Value calculation for multi-stage additive tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic theory of permutation statistics. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite mixtures of matrix normal distributions for classifying three-way data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concomitants of Multivariate Order Statistics With Application to Judgment Poststratification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis of matrix normal graphical models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model selection and estimation in the matrix normal graphical model / rank
 
Normal rank

Latest revision as of 11:03, 19 July 2024

scientific article
Language Label Description Also known as
English
Permutation based testing on covariance separability
scientific article

    Statements

    Permutation based testing on covariance separability (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    3 June 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    Bonferroni test
    0 references
    covariance matrix
    0 references
    multiple multivariate data
    0 references
    non-normal data
    0 references
    permutation test
    0 references
    separability
    0 references
    0 references
    0 references
    0 references
    0 references