Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation

DOI10.3103/S1066530711010054MaRDI QIDQ2437995zbMATH OpenFDO

Authors P. A. Kashitsyn

Publication date 10 March 2014

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Kronecker productmultivariate analysisunbiased estimatecovariance structureconsistent estimateS. N. Roy's method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• Estimation of interclass correlations in familial data
• Models with a Kronecker product covariance structure: estimation and testing
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• 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
• Testing Hypotheses on the Mean Vector Under an Intraclass Correlation Structure

Cited in

(10)

• Bilinear regression model with Kronecker and linear structures for the covariance matrix
• Verification of conical hypotheses in the multivariate Gaussian analysis
• scientific article; zbMATH DE number 5072380 (Why is no real title available?)
• Models with a Kronecker product covariance structure: estimation and testing
• Array variate random variables with multiway Kronecker delta covariance matrix structure
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression
• Estimation equations for multivariate linear models with Kronecker structured covariance matrices
• More on the Kronecker structured covariance matrix
• Existence and uniqueness of the Kronecker covariance MLE
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function

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