ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE
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Cites work
- A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice
- Estimation of interclass correlation under circular covariance
- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
- scientific article; zbMATH DE number 3968787 (Why is no real title available?)
- scientific article; zbMATH DE number 872242 (Why is no real title available?)
- Testing and Estimation for a Circular Stationary Model
Cited in
(7)- A Bayesian model for longitudinal circular data based on the projected normal distribution
- On properties of Toeplitz-type covariance matrices in models with nested random effects
- Classification Rules under Autoregressive and General Circulant Covariance
- Estimation methods for an autoregressive familial correlation structure
- A high-dimensional likelihood ratio test for circular symmetric covariance structure
- A test for block circular symmetric covariance structure with divergent dimension
- High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors
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