scientific article; zbMATH DE number 7007504

zbMATH Open1406.15020MaRDI QIDQ4615519FDOQ4615519

Monika Mokrzycka, Katarzyna Filipiak, Daniel Klein

Publication date: 29 January 2019

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zbMATH Keywords

compound symmetryestimationlikelihood functionentropy loss functionseparable covariance structureblock trace operator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Algebraic systems of matrices (15A30) Special matrices (15B99)

Cites Work

• Unbiased modified likelihood ratio tests for simple and double separability of a variance-covariance structure
• The likelihood ratio test for a separable covariance matrix
• Estimation with quadratic loss.
• Estimation of a covariance matrix under Stein's loss
• A likelihood ratio test for separability of covariances
• Models with a Kronecker product covariance structure: estimation and testing
• Title not available (Why is that?)
• Covariance structure regularization via entropy loss function
• Covariance structure regularization via Frobenius-norm discrepancy
• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression
• Title not available (Why is that?)

Cited In (4)

• Discrepancy between structured matrices in the power analysis of a separability test
• Block matrix approximation via entropy loss function.
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function

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