Shift permutation invariance in linear random factor models (Q1019538): Difference between revisions

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+Invariant normal models
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+Q3735866
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+Q3208805
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+Linear Toeplitz covariance structure models with optimal estimators of variance components
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+OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
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+Marginal permutation invariant covariance matrices with applications to linear models
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+Shift permutation invariance in linear random factor models
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+Testing and Estimation for a Circular Stationary Model
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+Linear Statistical Inference and its Applications
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+Regression models with unknown singular covariance matrix
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+Analysis of Variance Models in Orthogonal Designs
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+Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
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+THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
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