On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
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Publication:713664
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Cites work
- scientific article; zbMATH DE number 3729307 (Why is no real title available?)
- scientific article; zbMATH DE number 2147406 (Why is no real title available?)
- Analysis of multivariate longitudinal data using quasi-least squares
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- General class of covariance structures for two or more repeated factors in longitudinal data analysis
- Modeling the correlation structure of data that have multiple levels of association
- On discrimination and classification with multivariate repeated measures data
- Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
- The likelihood ratio test for a separable covariance matrix
- Use of quasi-least squares to adjust for two levels of correlation
Cited in
(23)- Models with a Kronecker product covariance structure: estimation and testing
- Discrepancy between structured matrices in the power analysis of a separability test
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
- Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
- Estimating and testing a structured covariance matrix for three-level multivariate data
- Testing a block exchangeable covariance matrix
- Separability tests for high-dimensional, low-sample size multivariate repeated measures data
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution
- A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- Overview of recent results in growth-curve-type multivariate linear models
- More on the Kronecker structured covariance matrix
- Discriminant analysis of multivariate repeated measures data with Kronecker product structured covariance matrices
- scientific article; zbMATH DE number 7007504 (Why is no real title available?)
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
- JADE for Tensor-Valued Observations
- Testing variance parameters in models with a Kronecker product covariance structure
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression
- An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
- Testing simultaneously different covariance block diagonal structures -- the multi-sample case
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
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