On testing hypotheses regarding a class of covariance structures

DOI10.1007/BF02289504zbMath0144.43804OpenAlexW1990604365WikidataQ41520426 ScholiaQ41520426MaRDI QIDQ2523693

Jagdish N. Srivastava

Publication date: 1966

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02289504

zbMATH Keywords

mathematical biology

Related Items (9)

Estimation and incommutativity in mixed models ⋮ Generalized dispersion matrices for covariance structural analysis ⋮ Estimation of the first and second order parameters in regression models with special structure ⋮ Explicit maximum likelihood estimators for certain patterned covariance matrices ⋮ The table look-up rule ⋮ Minimum average risk estimators for coefficients in linear models ⋮ A class of tests for a general covariance structure ⋮ On a new property of partially balanced association schemes useful in psychometric structural analysis ⋮ Tests of matrix structure for construct validation

Cites Work

• Unnamed Item
• Tests of Multiple Independence and the Associated Confidence Bounds
• On Linear Associative Algebras Corresponding to Association Schemes of Partially Balanced Designs
• Testing Compound Symmetry in a Normal Multivariate Distribution
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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