Multivariate analysis with an autoregressive covariance model

DOI10.1080/03610929608831713MaRDI QIDQ4337139zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• Analysis of Repeated Measurements with Ante‐Dependence Covariance Models
• Variable order ante-dependence models
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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A corrected likelihood ratio statistic for the multivariate regression model with antedependent errors
• Ante-dependence Analysis of an Ordered Set of Variables

Cited in

(8)

• 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
• A Note on a Partition of the Likelihood Ratio Test for Autoregressive Covariance Structure
• Multivariate Model with Correlated Observation Units

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