Marginal permutation invariant covariance matrices with applications to linear models

DOI10.1016/J.LAA.2006.02.012MaRDI QIDQ2497955zbMATH OpenOpenAlexFDO

Authors Tatjana Nahtman

Publication date 4 August 2006

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.02.012

zbMATH Keywords

covariance structureinvariancemarginal permutationsreparameterization

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Basic linear algebra (15A99) Parametric inference under constraints (62F30) Parametric inference (62F99) Multivariate analysis (62H99) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

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• Unbalanced Repeated-Measures Models with Structured Covariance Matrices

Cited in

(17)

• Shift permutation invariance in linear random factor models
• On properties of Toeplitz-type covariance matrices in models with nested random effects
• Self similar compound symmetry covariance structure
• Permutation invariant Gaussian matrix models
• On estimation in hierarchical models with block circular covariance structures
• On the inverse of certain patterned sums of matrices with Kronecker product structures
• Permutation invariance of alternating logistic regression for multivariate binary data
• scientific article; zbMATH DE number 2147967 (Why is no real title available?)
• scientific article; zbMATH DE number 1925856 (Why is no real title available?)
• scientific article; zbMATH DE number 1894282 (Why is no real title available?)
• scientific article; zbMATH DE number 2123635 (Why is no real title available?)
• Permutation inference distribution for linear regression and related models
• On shift permutation invariance, covariance structures, and Toeplitz matrices
• Hypothesis testing in multivariate normal models with block circular covariance structures
• Title not available (Why is no real title available?)
• Explicit estimators under m-dependence for a multivariate normal distribution
• Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices

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