Generalized dispersion matrices for covariance structural analysis
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In several situations of covariance structural analysis e.g., variance components estimation or experimental design the population dispersion matrix V is assumed to have the following pattern \(V=\sum^{c}_{i=1}\theta_ iK_ i,\) where V is a linear combination of c matrices \(K_ 1,K_ 2,...,K_ c\) that are independent. Under the assumption that the \(K_ i\)-matrices are simultaneously diagonalizable, methods are developed for deriving eigenvalues of V and also \(V^{-1}\) under some additional assumptions. Illustrative applications in covariance structural analysis are also discussed.
Recommendations
- The spectral decomposition of covariance matrices for the variance components models
- Improved estimation of a patterned covariance matrix
- Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis
- Structured dispersion and validity in linear inference
- Analysis of covariance and correlation structures
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Cited in
(7)- On a further characterization of dispersion matrices based on the properties of regression
- A general algorithm for covariance modeling of discrete data
- Dispersion matrix in balanced mixed ANOVA models
- Structured dispersion and validity in linear inference
- Spectral decomposition of dispersion matrix for the mixed analysis of variance model
- Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis
- Multidimensional Exploratory Analysis of a Structural Model Using a Class of Generalized Covariance Criteria
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