Independence distribution preserving covariance structures for the multivariate linear model (Q1283918): Difference between revisions

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+https://doi.org/10.1006/jmva.1998.1787
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+W2077725959
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@@ Property / cites work @@
+Q3796553
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+Nonnegative definite and positive definite solutions to the matrix equation<b>AXA</b><sup>*</sup>=<b>B</b>
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+On the robustness of least squares procedures in regression models
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+A sufficient condition on the covariance matrix for <i>F</i> tests in linear models to be valid
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+Q4747406
@@ Property / cites work: Q4747406 / rank @@
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+When Does Rank(<i>A</i>+<i>B</i>)=Rank(<i>A</i>)+Rank(<i>B</i>)?
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@@ Property / cites work @@
+Q4050723
@@ Property / cites work: Q4050723 / rank @@
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+Q3223712
@@ Property / cites work: Q3223712 / rank @@
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+Q4854093
@@ Property / cites work: Q4854093 / rank @@
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+Q3497048
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+Q5750194
@@ Property / cites work: Q5750194 / rank @@
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+Multivariate versions of Cochran's theorems
@@ Property / cites work: Multivariate versions of Cochran's theorems / rank @@
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