Dispersion Matrices for Variance Components Models
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Cited in
(22)- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
- Marginal permutation invariant covariance matrices with applications to linear models
- Hypothesis testing in multivariate normal models with block circular covariance structures
- Specification of variance matrices for panel data models
- An extended view on lifting Gaussian Bayesian networks
- Mean squared error of empirical predictor.
- The spectral decomposition of covariance matrices for the variance components models
- A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
- The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model
- Increasing dimension asymptotics for two-way crossed mixed effect models
- Bayesian covariance structure modeling of interval-censored multi-way nested survival data
- Singular value decomposition of design matrices in ANOVA with balanced data
- A note on isomorphic characterizations of the dispersion matrix in error- component models
- Eigenstructures of spatial design matrices
- Dispersion matrix in balanced mixed ANOVA models
- Experimental designs for mean and variance estimation in variance components models
- Best estimation of variance components with arbitrary kurtosis in two-way layouts mixed models
- Pooling cross sections with unequal time-series lengths
- Useful matrix transformations for panel data analysis: a survey
- On the inverse of certain patterned sums of matrices with Kronecker product structures
- The error components regression model: conditional relative efficiency comparisons
- Generalized dispersion matrices for covariance structural analysis
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