Linear models with doubly exchangeable distributed errors

DOI10.1080/03610926.2011.609953MaRDI QIDQ2920058zbMATH OpenOpenAlexFDO

Authors Anuradha Roy, Miguel Fonseca

Publication date 23 October 2012

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

Full work available at URL https://doi.org/10.1080/03610926.2011.609953

zbMATH Keywords

parametric bootstrapdoubly exchangeable covariance structuremultivariate Satterthwaite approximation

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

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• scientific article; zbMATH DE number 2171896 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• A generalized p-value approach to inference on common mean
• A test to determine closeness of multivariate Satterthwaite's approximation
• Discrimination with jointly equicorrelated multi-level multivariate data
• Growth curve models and statistical diagnostics
• Linear discrimination with equicorrelated training vectors
• Linear model methodology.
• On approximating a linear combination of central wishart matrices with positive coefficients

Cited in

(9)

• Sum of Profiles Model with Exchangeably Distributed Errors
• Testing the hypothesis of a doubly exchangeable covariance matrix
• Testing of multivariate repeated measures data with block exchangeable covariance structure
• Testing hypotheses of covariance structure in multivariate data
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
• Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
• Self similar compound symmetry covariance structure
• M-estimation for linear models with exchangeable errors

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