Identification of commutative covariance structures by successive testing of statistical hypotheses

DOI10.1007/S10513-005-0068-3MaRDI QIDQ2487554zbMATH OpenOpenAlexFDO

Authors L. P. Sysoev, M. E. Shaikin

Publication date 8 August 2005

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10513-005-0068-3

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• Alternative Models for the Analysis of Variance
• Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• Optimal parameter estimates in regression models with special covariance structure and their use in two-factor experiments
• Quadratic Subspaces and Completeness
• Symmetry properties and characterization of covariance matrices in the experiment design problem with randomized blocks

Cited in

(7)

• To the optimal identification of multivariate systems under perturbations of unknown covariances
• Calculation of invariants in identification of covariance structures
• Statistical estimation and classification on commutative covariance structures
• Identification of multidimensional stochastic systems for covariance with algebraic structure
• Determination of the number of parameters of a model in the problem of identification of invariant covariation structures
• Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices
• IDENTIFICATION OF COVARIANCE STRUCTURES

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