Pages that link to "Item:Q2956836"

The following pages link to A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures (Q2956836):

Displaying 10 items.

• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression (Q1794311) (← 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)
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function (Q2228128) (← links)
• Permutation based testing on covariance separability (Q2418078) (← links)
• (Q4568051) (← links)
• (Q4615519) (← links)
• Testing a block exchangeable covariance matrix (Q5147571) (← links)
• Hypothesis testing in multivariate normal models with block circular covariance structures (Q6068488) (← links)
• Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)