Generalized dispersion matrices for covariance structural analysis
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- A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model
- A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
- Analysis of Variance Models in Orthogonal Designs
- Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
- Balance in designed experiments with orthogonal block structure
- Best estimation of variance components from balanced data, with arbitrary kurtosis
- Circulants, inversion of circulants, and some related matrix algebras
- Designs with Partial Factorial Balance
- Direct products: a powerful tool for the analysis of balanced data
- Dispersion Matrices for Variance Components Models
- Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application
- Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance
- Maximum likelihood analysis of the mixed model: the balanced case
- Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances
- On inverting circulant matrices
- On testing hypotheses regarding a class of covariance structures
- Quadratic Subspaces and Completeness
- TECHNIQUES OF COVARIANCE STRUCTURAL ANALYSIS1
- THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
- Testing and Estimation for a Circular Stationary Model
- The analysis of randomized experiments with orthogonal block structure. I. Block structure and the null analysis of variance
- Wanted: an inverse matrix
- What is an analysis of variance?
Cited in
(6)- Spectral decomposition of dispersion matrix for the mixed analysis of variance model
- Multidimensional Exploratory Analysis of a Structural Model Using a Class of Generalized Covariance Criteria
- Dispersion matrix in balanced mixed ANOVA models
- A general algorithm for covariance modeling of discrete data
- On a further characterization of dispersion matrices based on the properties of regression
- Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis
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