ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE
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Publication:4540690
DOI10.1081/STA-100105699zbMath1008.62607OpenAlexW1976628485MaRDI QIDQ4540690
Andrew M Hartley, Dayanand N. Naik
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-100105699
Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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A test for block circular symmetric covariance structure with divergent dimension ⋮ High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors ⋮ A high-dimensional likelihood ratio test for circular symmetric covariance structure ⋮ A Bayesian model for longitudinal circular data based on the projected normal distribution ⋮ Classification Rules under Autoregressive and General Circulant Covariance ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects
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