Estimating and testing a structured covariance matrix for three-level multivariate data

DOI10.1080/03610921003672212MaRDI QIDQ3015907zbMATH OpenOpenAlexFDO

Authors Anuradha Roy, Ricardo Leiva

Publication date 13 July 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610921003672212

zbMATH Keywords

blocked compound symmetryKronecker product covariance structuremaximum likelihood estimatesthree-level multivariate data

Mathematics Subject Classification ID

Basic linear algebra (15A99) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• An Inverse Matrix Adjustment Arising in Discriminant Analysis
• Analysis of multivariate longitudinal data using quasi-least squares
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Applied multivariate statistical analysis.
• Bayesian object identification: variants
• Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time
• Discrimination with jointly equicorrelated multi-level multivariate data
• General class of covariance structures for two or more repeated factors in longitudinal data analysis
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
• Linear discrimination with equicorrelated training vectors
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
• The likelihood ratio test for a separable covariance matrix
• The mle algorithm for the matrix normal distribution
• Use of quasi-least squares to adjust for two levels of correlation

Cited in

(34)

• Testing of multivariate repeated measures data with block exchangeable covariance structure
• Free-coordinate estimation for doubly multivariate data
• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Self similar compound symmetry covariance structure
• Testing the hypothesis of a doubly exchangeable covariance matrix
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
• Permutation based testing on covariance separability
• Covariance structure analysis with three-level data
• Linear models for multivariate repeated measures data with block exchangeable covariance structure
• Kronecker-structured covariance models for multiway data
• More on the Kronecker structured covariance matrix
• Testing variance parameters in models with a Kronecker product covariance structure
• Classification rules for multivariate repeated measures data with equicorrelated correlation structure on both time and spatial repeated measurements
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
• Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates
• Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure
• Testing a block exchangeable covariance matrix
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
• A test for block circular symmetric covariance structure with divergent dimension
• Testing independence under a block compound symmetry covariance structure
• Test for a general trilinear hypothesis in the generalized growth curve model
• Separable covariance models for health care quality measures across years and topics
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• Hypothesis testing for independence under blocked compound symmetric covariance structure
• Estimating and testing a doubly exchangeable covariance matrix using Rao's score test
• Hypothesis testing under uniform-block covariance structures
• On the phase transition of Wilks' phenomenon under block compound symmetry covariance structure
• Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements

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