On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
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Publication:713664
DOI10.1016/J.STAMET.2005.07.003zbMATH Open1248.62092OpenAlexW2041069854MaRDI QIDQ713664FDOQ713664
Anuradha Roy, Ravindra Khattree
Publication date: 19 October 2012
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2005.07.003
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Cites Work
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- The likelihood ratio test for a separable covariance matrix
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
- General class of covariance structures for two or more repeated factors in longitudinal data analysis
- Analysis of multivariate longitudinal data using quasi-least squares
- Title not available (Why is that?)
- Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
- On discrimination and classification with multivariate repeated measures data
- Title not available (Why is that?)
- Use of Quasi-Least Squares to Adjust for Two Levels of Correlation
- Modeling the correlation structure of data that have multiple levels of association
Cited In (21)
- Discrepancy between structured matrices in the power analysis of a separability test
- More on the Kronecker Structured Covariance Matrix
- An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
- Models with a Kronecker product covariance structure: estimation and testing
- Testing simultaneously different covariance block diagonal structures – the multi-sample case
- Testing a block exchangeable covariance matrix
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
- Title not available (Why is that?)
- Separability tests for high-dimensional, low-sample size multivariate repeated measures data
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation
- A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
- Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
- Overview of recent results in growth-curve-type multivariate linear models
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
- JADE for Tensor-Valued Observations
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