Pages that link to "Item:Q4540837"

The following pages link to Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix (Q4540837):

Displaying 11 items.

• Testing variance parameters in models with a Kronecker product covariance structure (Q312126) (← 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)
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← 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)
• 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)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)