Estimation and testing for separable variance-covariance structures

DOI10.1002/WICS.1432zbMATH Open1544.62043WikidataQ130055635 ScholiaQ130055635MaRDI QIDQ6602200FDOQ6602200

Authors: Pierre Dutilleul 

Publication date: 11 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

likelihood-based inferencevariance-covariance matricesseparable structuresexistence and uniqueness of estimatorsbias of tests

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited In (1)

• Structured time-dependent inverse regression (STIR)

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