ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE

DOI10.1081/STA-100105699MaRDI QIDQ4540690zbMATH OpenOpenAlexFDO

Authors Andrew M Hartley, Dayanand N. Naik

Publication date 28 July 2002

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

Full work available at URL https://doi.org/10.1081/sta-100105699

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3968787 (Why is no real title available?)
• scientific article; zbMATH DE number 872242 (Why is no real title available?)
• A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice
• Estimation of interclass correlation under circular covariance
• Testing and Estimation for a Circular Stationary Model

Cited in

(7)

• Classification Rules under Autoregressive and General Circulant Covariance
• Estimation methods for an autoregressive familial correlation structure
• A test for block circular symmetric covariance structure with divergent dimension
• A high-dimensional likelihood ratio test for circular symmetric covariance structure
• A Bayesian model for longitudinal circular data based on the projected normal distribution
• On properties of Toeplitz-type covariance matrices in models with nested random effects
• High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors

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