Pages that link to "Item:Q2497955"

The following pages link to Marginal permutation invariant covariance matrices with applications to linear models (Q2497955):

Displaying 8 items.

• Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
• Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
• Shift permutation invariance in linear random factor models (Q1019538) (← links)
• On properties of Toeplitz-type covariance matrices in models with nested random effects (Q2062399) (← links)
• Self similar compound symmetry covariance structure (Q2241713) (← links)
• On estimation in hierarchical models with block circular covariance structures (Q2355174) (← links)
• On the inverse of certain patterned sums of matrices with Kronecker product structures (Q3006571) (← links)
• Hypothesis testing in multivariate normal models with block circular covariance structures (Q6068488) (← links)