Shift permutation invariance in linear random factor models
DOI10.3103/S1066530708020063zbMATH Open1282.62064OpenAlexW2030096371MaRDI QIDQ1019538FDOQ1019538
Authors: Dietrich Von Rosen, Tatjana Nahtman 
Publication date: 2 June 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530708020063
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reparametrizationspectrumeigenspacecovariance structuresblock Toeplitz matrixshift invariance\(K\)-way tablesmarginal permutations
Parametric inference (62F99) Analysis of variance and covariance (ANOVA) (62J10) Parametric inference under constraints (62F30)
Cites Work
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- Analysis of Variance Models in Orthogonal Designs
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
- Linear Toeplitz covariance structure models with optimal estimators of variance components
- Marginal permutation invariant covariance matrices with applications to linear models
- Regression models with unknown singular covariance matrix
- Shift permutation invariance in linear random factor models
- OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
Cited In (9)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A test for block circular symmetric covariance structure with divergent dimension
- Shift permutation invariance in linear random factor models
- On shift permutation invariance, covariance structures, and Toeplitz matrices
- On properties of Toeplitz-type covariance matrices in models with nested random effects
- On estimation in hierarchical models with block circular covariance structures
- Hypothesis testing in multivariate normal models with block circular covariance structures
- Marginal permutation invariant covariance matrices with applications to linear models
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