Multivariate analysis with an autoregressive covariance model

DOI10.1080/03610929608831713zbMATH Open0875.62232OpenAlexW2083834786MaRDI QIDQ4337139FDOQ4337139

P. J. Byrne

Publication date: 11 November 1997

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

Full work available at URL: https://doi.org/10.1080/03610929608831713

zbMATH Keywords

repeated measuresBartlett's correctionmultivariate linear modelmultivariate analysis of varianceWilks' lambda

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Title not available (Why is that?)
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Ante-dependence Analysis of an Ordered Set of Variables
• A corrected likelihood ratio statistic for the multivariate regression model with antedependent errors

Cited In (7)

• Unconstrained models for the covariance structure of multivariate longitudinal data
• Multivariate modelling of the autoregressive random variance process
• Invariant tests for covariance structures in multivariate linear model
• Variable order ante-dependence models
• Multivariate analysis of covariance based on residuals
• Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices
• Multivariate Model with Correlated Observation Units

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