Linear Models with Exchangeably Distributed Errors

Hypothesis testing in multivariate analysis (62H15) Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(33)

MANOVA in the multivariate components of variance model
A Monte Carlo study of the Friedman test and some competitors in the single factor, repeated measures design with unequal covariances
Testing of multivariate repeated measures data with block exchangeable covariance structure
Free-coordinate estimation for doubly multivariate data
On simulating exchangeable sub-Gaussian random vectors
Using randomization test when errors are unequally correlated
Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
Linear models for multivariate repeated measures data with block exchangeable covariance structure
On the power of invariant tests for hypotheses on a covariance matrix
Nontestability of equal weights spatial dependence
Sum of Profiles Model with Exchangeably Distributed Errors
On weak consistency in linear models with equi-correlated random errors
Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
Exact likelihood inference in group interaction network models
Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
Testing hypotheses of covariance structure in multivariate data
Using a Serial Marker to Predict a Repeated Measures Outcome in a Cohort Study
Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates
Testing for spatial autocorrelation: the regressors that make the power disappear
Testing a block exchangeable covariance matrix
Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
Hypothesis testing in multivariate normal models with block circular covariance structures
Inference for High-Dimensional Exchangeable Arrays
Testing independence under a block compound symmetry covariance structure
M-estimation for linear models with exchangeable errors
On estimation of a partitioned covariance matrix with linearly structured blocks
Soft computing for the posterior of a matrix t graphical network
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
Hypothesis testing for independence under blocked compound symmetric covariance structure
On the phase transition of Wilks' phenomenon under block compound symmetry covariance structure
Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure

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