Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data

DOI10.1080/03610921003672212zbMath1216.62095OpenAlexW2070833102MaRDI QIDQ3015907

Anuradha Roy, Ricardo Leiva

Publication date: 13 July 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003672212

zbMATH Keywords

maximum likelihood estimatesKronecker product covariance structurethree-level multivariate datablocked compound symmetry

Mathematics Subject Classification ID

Related Items (23)

A test for block circular symmetric covariance structure with divergent dimension ⋮ Testing of multivariate repeated measures data with block exchangeable covariance structure ⋮ Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates ⋮ Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on Both Time and Spatial Repeated Measurements ⋮ Unnamed Item ⋮ More on the Kronecker Structured Covariance Matrix ⋮ Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure ⋮ Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure ⋮ Linear models for multivariate repeated measures data with block exchangeable covariance structure ⋮ Permutation based testing on covariance separability ⋮ Unconstrained models for the covariance structure of multivariate longitudinal data ⋮ Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data ⋮ Testing independence under a block compound symmetry covariance structure ⋮ Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure ⋮ Testing a block exchangeable covariance matrix ⋮ Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors ⋮ Free-coordinate estimation for doubly multivariate data ⋮ Hypothesis testing for independence under blocked compound symmetric covariance structure ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ Testing the hypothesis of a doubly exchangeable covariance matrix ⋮ Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure ⋮ Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure ⋮ Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup

Cites Work

• Unnamed Item
• Bayesian object identification: variants
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• Linear discrimination with equicorrelated training vectors
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
• Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time
• Discrimination with jointly equicorrelated multi-level multivariate data
• Analysis of multivariate longitudinal data using quasi-least squares
• The likelihood ratio test for a separable covariance matrix
• Use of Quasi-Least Squares to Adjust for Two Levels of Correlation
• Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
• The mle algorithm for the matrix normal distribution
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• General class of covariance structures for two or more repeated factors in longitudinal data analysis
• An Inverse Matrix Adjustment Arising in Discriminant Analysis

This page was built for publication: Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data