Testing variance parameters in models with a Kronecker product covariance structure (Q312126): Difference between revisions

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+Accurate parametric inference for small samples
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+Likelihood inference for linear regression models
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+Simple and accurate one-sided inference from signed roots of likelihood ratios
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+The mle algorithm for the matrix normal distribution
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+On estimation in hierarchical models with block circular covariance structures
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+The likelihood ratio test for a separable covariance matrix
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+Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
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+Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
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+More on the Kronecker Structured Covariance Matrix
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+An explicit large-deviation approximation to one-parameter tests.
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+Q3854462
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+Models with a Kronecker product covariance structure: estimation and testing
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