Pages that link to "Item:Q5147571"
From MaRDI portal
The following pages link to Testing a block exchangeable covariance matrix (Q5147571):
Displaying 11 items.
- On properties of Toeplitz-type covariance matrices in models with nested random effects (Q2062399) (← links)
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors (Q2241529) (← links)
- Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
- (Q4568051) (← links)
- Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates (Q5044673) (← links)
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
- Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure (Q5863545) (← links)
- Hypothesis testing in multivariate normal models with block circular covariance structures (Q6068488) (← links)
- Testing independence under a block compound symmetry covariance structure (Q6157036) (← links)
- Discrepancy between structured matrices in the power analysis of a separability test (Q6554260) (← links)
