Models with a Kronecker product covariance structure: estimation and testing
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Cites work
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
- Estimation of interclass correlations in familial data
- General class of covariance structures for two or more repeated factors in longitudinal data analysis
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- Likelihood ratio tests in curved exponential families with nuisance parameters present only under the alternative
- On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Testing Compound Symmetry in a Normal Multivariate Distribution
- The likelihood ratio test for a separable covariance matrix
- The mle algorithm for the matrix normal distribution
Cited in
(67)- An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing
- Independent component analysis for tensor-valued data
- Covariance estimation via sparse Kronecker structures
- On parsimonious models for modeling matrix data
- Existence and uniqueness of the Kronecker covariance MLE
- On properties of Toeplitz-type covariance matrices in models with nested random effects
- Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series
- Kronecker delta method for testing independence between two vectors in high-dimension
- MatTransMix: an R package for matrix model-based clustering and parsimonious mixture modeling
- A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix
- A joint latent factor analyzer and functional subspace model for clustering multivariate functional data
- Block matrix approximation via entropy loss function.
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- Estimation of parameters under a generalized growth curve model
- Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation
- Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland
- Linear models for multivariate repeated measures data with block exchangeable covariance structure
- Tests for mean vectors in high dimension
- Overview of recent results in growth-curve-type multivariate linear models
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
- More on the Kronecker structured covariance matrix
- Tests for Kronecker envelope models in multilinear principal components analysis
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
- Estimating and testing a structured covariance matrix for three-level multivariate data
- Testing variance parameters in models with a Kronecker product covariance structure
- JADE for Tensor-Valued Observations
- scientific article; zbMATH DE number 5072380 (Why is no real title available?)
- Estimation and testing in constrained covariance component models
- 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?)
- Sparse Matrix Graphical Models
- Maximum likelihood estimation for matrix normal models via quiver representations
- Generalized Tensor Decomposition With Features on Multiple Modes
- Maximum likelihood estimation for tensor normal models via castling transforms
- Testing a block exchangeable covariance matrix
- Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
- Dimension of Marginals of Kronecker Product Models
- Estimation equations for multivariate linear models with Kronecker structured covariance matrices
- Classification of higher-order data with separable covariance and structured multiplicative or additive mean models
- Estimation of several intraclass correlation coefficients
- Testing simultaneously different covariance block diagonal structures -- the multi-sample case
- A dual subspace parsimonious mixture of matrix normal distributions
- Hypothesis testing in multivariate normal models with block circular covariance structures
- Visual assessment of matrix‐variate normality
- A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures
- Discrepancy between structured matrices in the power analysis of a separability test
- Structured time-dependent inverse regression (STIR)
- Covariance structure tests for multivariate \(t\)-distribution
- Rational maximum likelihood estimators of Kronecker covariance matrices
- Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
- Testing Kronecker product covariance matrices for high-dimensional matrix-variate data
- Robust bilinear factor analysis based on the matrix-variate t distribution
- Detecting anomalies in European trade data using directed weighted multilayer dynamic networks
- Low-rank modeling for functional linear regression with two-way functional predictor
- Information geometry and asymptotics for Kronecker covariances
- Test for a general trilinear hypothesis in the generalized growth curve model
- Two-sample intraclass correlation coefficient tests for matrix-valued data
- Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
- Quasi shrinkage estimation of a block-structured covariance matrix
- Testing correlation in a three-level model
- Separable covariance models for health care quality measures across years and topics
- A Bayesian confirmatory factor model for multivariate observations in the form of two-way tables of data
- Estimating and testing a doubly exchangeable covariance matrix using Rao's score test
- On the phase transition of Wilks' phenomenon under block compound symmetry covariance structure
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
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