Pages that link to "Item:Q1595140"

The following pages link to On second-order and fourth-order moments of jointly distributed random matrices: A survey (Q1595140):

Displaying 16 items.

• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
• Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
• Estimation of the disturbance structure from data using semidefinite programming and optimal weighting (Q1000801) (← links)
• Estimating parameters in extended growth curve models with special covariance structures (Q1022007) (← links)
• On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
• Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
• Special variance structures in the growth curve model (Q2489772) (← links)
• Connection between uniform and serial correlation structure in the growth curve model (Q2634240) (← links)
• (Q4568051) (← links)
• Comparison of estimators of variance parameters in the growth curve model with a special variance structure (Q4638290) (← links)
• Unbiased estimator of correlation coefficient (Q5079217) (← links)
• Testing a block exchangeable covariance matrix (Q5147571) (← links)
• Some statistical properties of Hadamard products of random matrices. (Q5956475) (← links)
• Fourth order tensors and covariance tensors (Q6040501) (← links)
• Testing independence under a block compound symmetry covariance structure (Q6157036) (← links)
• Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)