Pages that link to "Item:Q734557"

The following pages link to Models with a Kronecker product covariance structure: estimation and testing (Q734557):

Displaying 40 items.

• Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland (Q257469) (← 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)
• Discriminant analysis of multivariate repeated measures data with Kronecker product structured covariance matrices (Q451333) (← links)
• Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension (Q679574) (← 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)
• An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing (Q1661328) (← links)
• Independent component analysis for tensor-valued data (Q1679572) (← links)
• Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
• On parsimonious models for modeling matrix data (Q2008114) (← links)
• On properties of Toeplitz-type covariance matrices in models with nested random effects (Q2062399) (← links)
• Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series (Q2080360) (← links)
• Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
• MatTransMix: an R package for matrix model-based clustering and parsimonious mixture modeling (Q2129308) (← 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 joint latent factor analyzer and functional subspace model for clustering multivariate functional data (Q2172118) (← links)
• Block matrix approximation via entropy loss function. (Q2216240) (← links)
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function (Q2228128) (← links)
• Estimation of parameters under a generalized growth curve model (Q2359677) (← links)
• Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation (Q2437995) (← links)
• Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
• Tests for mean vectors in high dimension (Q2870766) (← links)
• (Q2904126) (← links)
• More on the Kronecker Structured Covariance Matrix (Q2920054) (← links)
• A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures (Q2956836) (← links)
• JADE for Tensor-Valued Observations (Q3391095) (← links)
• (Q4615519) (← links)
• Sparse Matrix Graphical Models (Q4648565) (← links)
• Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations (Q5001673) (← links)
• Generalized Tensor Decomposition With Features on Multiple Modes (Q5083368) (← links)
• Maximum likelihood estimation for tensor normal models via castling transforms (Q5093810) (← links)
• Testing a block exchangeable covariance matrix (Q5147571) (← links)
• Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
• Classification of Higher-order Data with Separable Covariance and Structured Multiplicative or Additive Mean Models (Q5419342) (← links)
• Estimation of Several Intraclass Correlation Coefficients (Q5860241) (← links)
• Testing simultaneously different covariance block diagonal structures – the multi-sample case (Q5861447) (← links)
• A dual subspace parsimonious mixture of matrix normal distributions (Q6050764) (← links)
• Hypothesis testing in multivariate normal models with block circular covariance structures (Q6068488) (← links)
• Visual assessment of matrix‐variate normality (Q6075188) (← links)