Covariance hypothesis which are linear in both the covariance and the inverse covariance

DOI10.1214/AOS/1176350707zbMATH Open0653.62042OpenAlexW2050026105MaRDI QIDQ1107929FDOQ1107929

Authors: Søren Tolver Jensen 

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350707

Recommendations

• Hypothesis testing on linear structures of high-dimensional covariance matrix
• Estimation of proportional covariances in the presence of certain linear restrictions.
• scientific article; zbMATH DE number 3868437
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
• Some hypothesis tests for Wishart models on symmetric cones

zbMATH Keywords

multivariate normal distributioninverse covarianceClifford algebraJordan algebrasmaximum likelihood estimatesnormal distributionslikelihood ratio test statisticsquaternion structurecovariance hypotheses

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (33)

• Positive projections of symmetric matrices and Jordan algebras
• The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
• Doubly autoparallel structure and curvature integrals. Applications to iteration complexity for solving convex programs
• Wishart-Laplace distributions associated with matrix quadratic forms
• Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones
• An expectation formula for the multivariate Dirichlet distribution
• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
• Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
• Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
• Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices
• Wishart distributions on homogeneous cones
• Symmetrically Colored Gaussian Graphical Models with Toric Vanishing Ideals
• Exponential varieties
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
• Estimation of proportional covariances in the presence of certain linear restrictions.
• Linear estimating equations for exponential families with application to Gaussian linear concentration models
• A test for the equality of the direction parameters in a sample from the \(N\)-dimensional hyperboloid distribution
• Estimation of means in graphical Gaussian models with symmetries
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Jordan algebras of symmetric matrices
• Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices
• Jordan algebras and Bayesian quadratic estimation of variance components
• On properties of Toeplitz-type covariance matrices in models with nested random effects
• Sequences of regressions and their independences
• Model selection in the space of Gaussian models invariant by symmetry
• Linear Toeplitz covariance structure models with optimal estimators of variance components
• Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry
• Laplace transforms which are negative powers of quadratic polynomials
• Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
• The geometries of Jordan nets and Jordan webs
• Octonions in random matrix theory
• Maximal invariants for Lorentz-Wishart models
• Marginal permutation invariant covariance matrices with applications to linear models

This page was built for publication: Covariance hypothesis which are linear in both the covariance and the inverse covariance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1107929)