Pages that link to "Item:Q2485558"

The following pages link to The likelihood ratio test for a separable covariance matrix (Q2485558):

Displaying 47 items.

• A higher-order LQ decomposition for separable covariance models (Q149116) (← links)
• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
• Testing variance parameters in models with a Kronecker product covariance structure (Q312126) (← links)
• Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
• On matrix-variate regression analysis (Q444987) (← links)
• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data (Q537435) (← links)
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data (Q713664) (← links)
• Models with a Kronecker product covariance structure: estimation and testing (Q734557) (← links)
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
• Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure (Q900816) (← links)
• Multivariate spline analysis for multiplicative models: estimation, testing and application to climate change (Q901277) (← links)
• Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements (Q947210) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression (Q1794311) (← links)
• Spiked separable covariance matrices and principal components (Q2039807) (← links)
• Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series (Q2080360) (← links)
• A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix (Q2132010) (← links)
• A test for separability in covariance operators of random surfaces (Q2215739) (← links)
• Block matrix approximation via entropy loss function. (Q2216240) (← links)
• Testing the equality of matrix distributions (Q2218634) (← links)
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function (Q2228128) (← links)
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors (Q2241529) (← links)
• Gemini: graph estimation with matrix variate normal instances (Q2249840) (← links)
• Estimation of parameters under a generalized growth curve model (Q2359677) (← links)
• Permutation based testing on covariance separability (Q2418078) (← links)
• Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628) (← links)
• Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
• A test for Kronecker product structure covariance matrix (Q2688652) (← links)
• More on the Kronecker Structured Covariance Matrix (Q2920054) (← links)
• Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality (Q2953447) (← links)
• A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures (Q2956836) (← links)
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data (Q3015907) (← links)
• (Q4615519) (← links)
• Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation (Q5001672) (← links)
• Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations (Q5001673) (← links)
• Maximum likelihood estimation for tensor normal models via castling transforms (Q5093810) (← links)
• Separability tests for high-dimensional, low-sample size multivariate repeated measures data (Q5130542) (← links)
• Testing a block exchangeable covariance matrix (Q5147571) (← links)
• Considering groups in the statistical modeling of spatio-temporal data (Q5148507) (← links)
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
• Multilevel Matrix-Variate Analysis and its Application to Accelerometry-Measured Physical Activity in Clinical Populations (Q5231486) (← links)
• Classification of Higher-order Data with Separable Covariance and Structured Multiplicative or Additive Mean Models (Q5419342) (← links)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
• Visual assessment of matrix‐variate normality (Q6075188) (← links)
• A combinatorial algorithm for computing the entire sequence of the maximum degree of minors of a generic partitioned polynomial matrix with \(2 \times 2\) submatrices (Q6120836) (← links)
• Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)