The following pages link to Anuradha Roy (Q434936):
Displayed 39 items.
- Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure (Q434937) (← links)
- Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure (Q629131) (← links)
- On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data (Q713664) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data (Q900542) (← links)
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure (Q901280) (← links)
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements (Q947210) (← links)
- Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time (Q1021993) (← links)
- Discrimination with jointly equicorrelated multi-level multivariate data (Q1042623) (← links)
- Testing of multivariate repeated measures data with block exchangeable covariance structure (Q1616699) (← links)
- Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions (Q1694370) (← links)
- Free-coordinate estimation for doubly multivariate data (Q1747903) (← links)
- Inverse of the covariance matrix of an MA(2) process (Q2043160) (← links)
- Correction to: ``Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions'' (Q2084725) (← links)
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors (Q2241529) (← links)
- Self similar compound symmetry covariance structure (Q2241713) (← links)
- Testing the hypothesis of a doubly exchangeable covariance matrix (Q2303032) (← links)
- An extension of the Birnbaum-Saunders distribution as a model for fatigue failure due to multiple cracks (Q2320937) (← links)
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup (Q2348442) (← links)
- On discrimination and classification with multivariate repeated measures data (Q2386154) (← links)
- Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure (Q2408942) (← links)
- Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
- Linear Models with Doubly Exchangeable Distributed Errors (Q2920058) (← 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)
- Classification Rules under Autoregressive and General Circulant Covariance (Q3064073) (← 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)
- Computation aspects of the parameter estimates of linear mixed effects model in multivariate repeated measures set-up (Q3532666) (← links)
- Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure (Q4605241) (← links)
- (Q4659069) (← links)
- Discrimination and Classification with Repeated Measures Data under Different Covariance Structures (Q4678895) (← links)
- Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates (Q5044673) (← links)
- Testing of mean interval for interval-valued data (Q5078007) (← links)
- Estimating Correlation Coefficient between Two Variables with Repeated Observations using Mixed Effects Model (Q5122815) (← links)
- Testing a block exchangeable covariance matrix (Q5147571) (← links)
- Classification of Higher-order Data with Separable Covariance and Structured Multiplicative or Additive Mean Models (Q5419342) (← links)
- Classification Based on Multivariate Repeated Measures with Time Effect on Mean Vector and an AR (1) Correlation Structure on the Repeated Measures (Q5902110) (← links)
- Moving average and autoregressive correlation structures under multivariate skew normality (Q6171279) (← links)