Likelihood-based inference with separable correlation matrices

Cites work

Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
Confidence regions near singular information and boundary points with applications to mixed models
Core shrinkage covariance estimation for matrix-variate data
Estimation equations for multivariate linear models with Kronecker structured covariance matrices
Estimation of a multiplicative correlation structure in the large dimensional case
Existence and uniqueness of the Kronecker covariance MLE
Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
Fast and reliable confidence intervals for a variance component
Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
Geodesic Convexity and Covariance Estimation
scientific article; zbMATH DE number 5200004 (Why is no real title available?)
Inference with transposable data: modelling the effects of row and column correlations
Maximum likelihood estimation for matrix normal models via quiver representations
Objective Bayesian analysis of spatial models with separable correlation functions
On testing for separable correlations of multivariate time series
Partial separability and functional graphical models for multivariate Gaussian processes
Selecting a separable parametric spatiotemporal covariance structure for longitudinal imaging data
Separable factor analysis with applications to mortality data
Testing for nodal dependence in relational data matrices
The distribution of the residual from a general elliptical multivariate linear model
The likelihood ratio test for a separable covariance matrix
The mle algorithm for the matrix normal distribution
Uniform inference in linear mixed models

This page was built for publication: Likelihood-based inference with separable correlation matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7390651)