An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data

DOI10.1016/j.stamet.2010.02.003zbMath1233.62123arXiv1101.3231OpenAlexW2963944752MaRDI QIDQ537435

Sean L. Simpson

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.3231

zbMATH Keywords

Kronecker productspatio-temporal dataseparable covariancelinear exponent autoregressive model

Mathematics Subject Classification ID

Related Items (12)

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Uses Software

• SAS

Cites Work

• Unnamed Item
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
• The likelihood ratio test for a separable covariance matrix
• A likelihood ratio test for separability of covariances
• Testing for separability of spatial\,-\,temporal covariance functions
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• An asymptotic test for separability of a spatial autoregressive model
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• General class of covariance structures for two or more repeated factors in longitudinal data analysis

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