Testing a block exchangeable covariance matrix
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Cites work
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
- A likelihood ratio test for separability of covariances
- A quadratic classification rule with equicorrelated training vectors for non random samples
- An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
- Discrimination with jointly equicorrelated multi-level multivariate data
- Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
- Estimating and testing a structured covariance matrix for three-level multivariate data
- Estimation and testing in general multivariate linear models with Kronecker product covariance structure
- scientific article; zbMATH DE number 2147406 (Why is no real title available?)
- scientific article; zbMATH DE number 2171896 (Why is no real title available?)
- scientific article; zbMATH DE number 3080981 (Why is no real title available?)
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
- Linear discrimination with equicorrelated training vectors
- Linear Models with Exchangeably Distributed Errors
- Models with a Kronecker product covariance structure: estimation and testing
- On Estimation of Covariance Matrices With Kronecker Product Structure
- On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
- On second-order and fourth-order moments of jointly distributed random matrices: A survey
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- Testing of multivariate repeated measures data with block exchangeable covariance structure
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
- Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
- The likelihood ratio test for a separable covariance matrix
- The mle algorithm for the matrix normal distribution
Cited in
(18)- Testing of multivariate repeated measures data with block exchangeable covariance structure
- On properties of Toeplitz-type covariance matrices in models with nested random effects
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
- Testing the hypothesis of a doubly exchangeable covariance matrix
- Linear models for multivariate repeated measures data with block exchangeable covariance structure
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
- The properties of partial trace and block trace operators of partitioned matrices
- The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
- scientific article; zbMATH DE number 4538 (Why is no real title available?)
- Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates
- 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
- Testing independence under a block compound symmetry covariance structure
- Discrepancy between structured matrices in the power analysis of a separability test
- Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
- Estimating and testing a doubly exchangeable covariance matrix using Rao's score test
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