Pages that link to "Item:Q947210"

The following pages link to Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements (Q947210):

Displaying 16 items.

• Testing variance parameters in models with a Kronecker product covariance structure (Q312126) (← links)
• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data (Q537435) (← links)
• Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure (Q629131) (← links)
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure (Q901280) (← links)
• Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time (Q1021993) (← links)
• Free-coordinate estimation for doubly multivariate data (Q1747903) (← links)
• Testing the hypothesis of a doubly exchangeable covariance matrix (Q2303032) (← links)
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup (Q2348442) (← links)
• Permutation based testing on covariance separability (Q2418078) (← links)
• A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures (Q2956836) (← links)
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data (Q3015907) (← links)
• (Q4615519) (← links)
• Maximum likelihood estimation for tensor normal models via castling transforms (Q5093810) (← links)
• Separability tests for high-dimensional, low-sample size multivariate repeated measures data (Q5130542) (← links)
• Testing a block exchangeable covariance matrix (Q5147571) (← links)