The likelihood ratio test for a separable covariance matrix
From MaRDI portal
Publication:2485558
DOI10.1016/j.spl.2005.04.020zbMath1071.62052OpenAlexW2066620825MaRDI QIDQ2485558
Publication date: 5 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.020
Related Items (48)
Estimation of parameters under a generalized growth curve model ⋮ A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix ⋮ Gaussian and robust Kronecker product covariance estimation: existence and uniqueness ⋮ Testing variance parameters in models with a Kronecker product covariance structure ⋮ More on the Kronecker Structured Covariance Matrix ⋮ Linear models for multivariate repeated measures data with block exchangeable covariance structure ⋮ Maximum likelihood estimation for tensor normal models via castling transforms ⋮ Permutation based testing on covariance separability ⋮ Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality ⋮ Visual assessment of matrix‐variate normality ⋮ A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures ⋮ A combinatorial algorithm for computing the entire sequence of the maximum degree of minors of a generic partitioned polynomial matrix with \(2 \times 2\) submatrices ⋮ Unconstrained models for the covariance structure of multivariate longitudinal data ⋮ Covariance Estimation for Matrix-valued Data ⋮ Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure ⋮ Multivariate spline analysis for multiplicative models: estimation, testing and application to climate change ⋮ Robust tests for scatter separability beyond Gaussianity ⋮ A test for Kronecker product structure covariance matrix ⋮ Explicit estimators under \(m\)-dependence for a multivariate normal distribution ⋮ Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) ⋮ On matrix-variate regression analysis ⋮ A test for separability in covariance operators of random surfaces ⋮ Separability tests for high-dimensional, low-sample size multivariate repeated measures data ⋮ Block matrix approximation via entropy loss function. ⋮ Testing the equality of matrix distributions ⋮ Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function ⋮ Testing a block exchangeable covariance matrix ⋮ Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements ⋮ Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors ⋮ Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data ⋮ Gemini: graph estimation with matrix variate normal instances ⋮ A higher-order LQ decomposition for separable covariance models ⋮ Classification of Higher-order Data with Separable Covariance and Structured Multiplicative or Additive Mean Models ⋮ An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data ⋮ On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data ⋮ Approximation with a Kronecker product structure with one component as compound symmetry or autoregression ⋮ Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data ⋮ Models with a Kronecker product covariance structure: estimation and testing ⋮ Spiked separable covariance matrices and principal components ⋮ Score test for a separable covariance structure with the first component as compound symmetric correlation matrix ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ Considering groups in the statistical modeling of spatio-temporal data ⋮ Multilevel Matrix-Variate Analysis and its Application to Accelerometry-Measured Physical Activity in Clinical Populations ⋮ Modeling covariance matrices via partial autocorrelations ⋮ Unnamed Item ⋮ Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series ⋮ Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation ⋮ Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Spatial Correlation Analysis of Uniformity Data
- Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures
- An asymptotic test for separability of a spatial autoregressive model
- The mle algorithm for the matrix normal distribution
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
This page was built for publication: The likelihood ratio test for a separable covariance matrix
