Hypothesis testing in multivariate normal models with block circular covariance structures
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Cites work
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- Linear Models with Exchangeably Distributed Errors
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- Shift permutation invariance in linear random factor models
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- The Helmert Matrices
Cited in
(8)- On estimation in hierarchical models with block circular covariance structures
- F-tests for Hypotheses with Block Matrices and Under Conditions of Orthogonality in the General Multivariate Gauss-Markoff Model
- Tests and relevancies for the hypotheses of an orthogonal family in a model with orthogonal block structure
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
- Testing independence under a block compound symmetry covariance structure
- Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences
- Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
- Hypothesis testing under uniform-block covariance structures
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