Testing Compound Symmetry in a Normal Multivariate Distribution
From MaRDI portal
Publication:5788952
DOI10.1214/aoms/1177730145zbMath0033.07903OpenAlexW2055040586MaRDI QIDQ5788952
Publication date: 1948
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730145
Related Items
The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry, Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution, Missing data in the k-population multivariate normal patterned mean and covariance matrix testing and estimation problem, 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, Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review, The case for algebraic biology: from research to education, Explicit estimators under \(m\)-dependence for a multivariate normal distribution, On testing structure of mean vector of compound symmetric gaussian model, Group symmetry and covariance regularization, Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation, Estimation of means in graphical Gaussian models with symmetries, Fixed accuracy confidence interval on the common variance in compound symmetric multivariate normal sampling, Correlated random effects regression analysis for a log-normally distributed variable, 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, Testing pattern hypotheses for covariance matrices, Symmetrically Dependent Models Arising in Visual Assessment Data, Wishart distributions on homogeneous cones, Generalized Hypergeometric Functions and Exact Distributions of Test Statistics, Marginal permutation invariant covariance matrices with applications to linear models, An Alternative Method for Estimating the Variance Components in a Replicated Crossover Study, Sobre la distribucion exacta del L1(vc) de Votaw, Bayesian tests on components of the compound symmetry covariance matrix, A reduction theorem for the linear complementarity problem with a certain patterned matrix, Models with a Kronecker product covariance structure: estimation and testing, On testing hypotheses regarding a class of covariance structures, Symmetry and lattice conditional independence in a multivariate normal distribution, Testing the hypothesis of a doubly exchangeable covariance matrix, Statistical analysis of sets of congeneric tests, The exact distribution of Votaw's criteria, Sampling fluctuations resulting from the sampling of test items, A significance test for the hypothesis that two variables measure the same trait except for errors of measurement, O n some nonparametric generalizations of Wilks' test for H\(_M\),H\(_{V C}\) and H\(_{M V C}\). I, Neither Cronbach's alpha nor McDonald's omega: a commentary on Sijtsma and Pfadt, Estimation of patterned covariance in the multivariate linear models: an outer product least-squares approach, Asymptotic distributions in the testing and estimation of the missing- data multivariate normal linear patterned mean and correlation matrix, On Hotelling’s T2 test in a special paired sample case, Nonparametric test of restricted interchangeability, Maximum-likelihood estimation of the parameters of a multivariate normal distribution