Testing and Estimation for a Circular Stationary Model
From MaRDI portal
Publication:5580773
DOI10.1214/aoms/1177697508zbMath0186.51801OpenAlexW2032318257MaRDI QIDQ5580773
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697508
Related Items
A test for block circular symmetric covariance structure with divergent dimension ⋮ Optimal tests for nested designs with circular stationary dependence ⋮ ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE ⋮ ON UMP INVARIANTF-TEST PROCEDURES IN A GENERAL LINEAR MODEL ⋮ High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound ⋮ Linear models for multivariate repeated measures data with block exchangeable covariance structure ⋮ Hypothesis testing in multivariate normal models with block circular covariance structures ⋮ Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances ⋮ Testing the independence of variables for specific covariance structures: A simulation study ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix ⋮ Explicit estimators under \(m\)-dependence for a multivariate normal distribution ⋮ Generalized dispersion matrices for covariance structural analysis ⋮ Group symmetry and covariance regularization ⋮ Estimation of means in graphical Gaussian models with symmetries ⋮ Information bounds for Gaussian copulas ⋮ Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem ⋮ A high-dimensional likelihood ratio test for circular symmetric covariance structure ⋮ A numerical procedure for finding the positive definite matrix closest to a patterned matrix ⋮ Self similar compound symmetry covariance structure ⋮ Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry ⋮ Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices ⋮ ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case ⋮ Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions ⋮ A decomposition for a stochastic matrix with an application to MANOVA ⋮ Wishart distributions on homogeneous cones ⋮ Model selection in the space of Gaussian models invariant by symmetry ⋮ Marginal permutation invariant covariance matrices with applications to linear models ⋮ On testing circular stationary and related models ⋮ Classification Rules under Autoregressive and General Circulant Covariance ⋮ Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices ⋮ On inverting circulant matrices ⋮ The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population ⋮ Symmetry and lattice conditional independence in a multivariate normal distribution ⋮ Shift permutation invariance in linear random factor models ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects ⋮ The simultaneous test of equality and circularity of several covariance matrices ⋮ Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings ⋮ Testing in the growth curve model with intraclass correlation structure ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case ⋮ Maximum-likelihood estimation of the parameters of a multivariate normal distribution ⋮ Decomposition and Bayesian analysis of invariant normal linear models
