Pages that link to "Item:Q4540837"
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The following pages link to Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix (Q4540837):
Displaying 34 items.
- Testing variance parameters in models with a Kronecker product covariance structure (Q312126) (← links)
- Analyzing complex functional brain networks: fusing statistics and network science to understand the brain (Q389932) (← 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)
- Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data (Q746668) (← links)
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
- Analysis of multivariate longitudinal data using quasi-least squares (Q1600734) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing (Q1661328) (← links)
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
- Testing the equality of matrix distributions (Q2218634) (← links)
- Estimation of parameters under a generalized growth curve model (Q2359677) (← links)
- The likelihood ratio test for a separable covariance matrix (Q2485558) (← 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)
- Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data (Q3015907) (← links)
- Use of Quasi-Least Squares to Adjust for Two Levels of Correlation (Q3078983) (← links)
- A Quadratic Classification Rule with Equicorrelated Training Vectors for Non Random Samples (Q3083772) (← links)
- Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on Both Time and Spatial Repeated Measurements (Q3168542) (← links)
- Testing the mean matrix in high‐dimensional transposable data (Q3465741) (← links)
- On matrix variate skew-normal distributions (Q3525840) (← links)
- Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
- Separability tests for high-dimensional, low-sample size multivariate repeated measures data (Q5130542) (← links)
- Spatial prediction of crystalline defects observed in molecular dynamic simulations of plastic damage (Q5138662) (← links)
- Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
- Testing simultaneously different covariance block diagonal structures – the multi-sample case (Q5861447) (← links)
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
- Visual assessment of matrix‐variate normality (Q6075188) (← links)
- Multivariate mix-GEE models for longitudinal data with multiple outcomes (Q6168123) (← links)