Estimation and testing for separable variance-covariance structures

DOI10.1002/WICS.1432MaRDI QIDQ6602200zbMATH OpenWikidataFDO

Authors Pierre Dutilleul

Publication date 11 September 2024

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

Full work available at URL https://doi.org/10.1002/WICS.1432

zbMATH Keywords

bias of testsexistence and uniqueness of estimatorslikelihood-based inferenceseparable structuresvariance-covariance matrices

Mathematics Subject Classification ID

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

Cited in

(3)

• Structured time-dependent inverse regression (STIR)
• Test for a general trilinear hypothesis in the generalized growth curve model
• Two-sample intraclass correlation coefficient tests for matrix-valued data

This page was built for publication: Estimation and testing for separable variance-covariance structures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6602200)