Testing independence under a block compound symmetry covariance structure
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Publication:6157036
Cites work
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (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?)
- Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
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- Multivariate, multilinear and mixed linear models
- On estimation in hierarchical models with block circular covariance structures
- On estimation in multilevel models with block circular symmetric covariance structure
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- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
- Quadratic Subspaces and Completeness
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- Testing a block exchangeable covariance matrix
- Testing hypotheses of covariance structure in multivariate data
- 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
- The properties of partial trace and block trace operators of partitioned matrices
Cited in
(8)- Tests and relevancies for the hypotheses of an orthogonal family in a model with orthogonal block structure
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
- Bayesian tests on components of the compound symmetry covariance matrix
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
- Covariance structure tests for multivariate \(t\)-distribution
- Construction of trend-free optimal block designs under some correlation structures
- Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
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