On testing hypotheses regarding a class of covariance structures

DOI10.1007/BF02289504MaRDI QIDQ2523693zbMATH OpenOpenAlexWikidataFDO

Authors Jagdish N. Srivastava

Publication date 1966

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02289504

zbMATH Keywords

mathematical biology

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• On Linear Associative Algebras Corresponding to Association Schemes of Partially Balanced Designs
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Testing Compound Symmetry in a Normal Multivariate Distribution
• Tests of Multiple Independence and the Associated Confidence Bounds

Cited in

(9)

• Minimum average risk estimators for coefficients in linear models
• A class of tests for a general covariance structure
• Tests of matrix structure for construct validation
• The table look-up rule
• Explicit maximum likelihood estimators for certain patterned covariance matrices
• Estimation and incommutativity in mixed models
• Estimation of the first and second order parameters in regression models with special structure
• On a new property of partially balanced association schemes useful in psychometric structural analysis
• Generalized dispersion matrices for covariance structural analysis

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