Models with a Kronecker product covariance structure: estimation and testing

DOI10.3103/S1066530708040066zbMATH Open1231.62101OpenAlexW2009922756MaRDI QIDQ734557FDOQ734557

Authors: Muni S. Srivastava, Tatjana von Rosen, Dietrich Von Rosen 

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530708040066

Recommendations

• Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation
• Testing variance parameters in models with a Kronecker product covariance structure
• Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
• Estimation equations for multivariate linear models with Kronecker structured covariance matrices
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data

zbMATH Keywords

repeated measurementslikelihood ratio testmaximum likelihood estimatorsKronecker product structureflip-flop algorithmintraclass correlation structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Cites Work

• The mle algorithm for the matrix normal distribution
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Testing Compound Symmetry in a Normal Multivariate Distribution
• The likelihood ratio test for a separable covariance matrix
• Title not available (Why is that?)
• Title not available (Why is that?)
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Likelihood ratio tests in curved exponential families with nuisance parameters present only under the alternative
• General class of covariance structures for two or more repeated factors in longitudinal data analysis
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Estimation of interclass correlations in familial data
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data

Cited In (49)

• Discrepancy between structured matrices in the power analysis of a separability test
• Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland
• Title not available (Why is that?)
• Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
• Block matrix approximation via entropy loss function.
• MatTransMix: an R package for matrix model-based clustering and parsimonious mixture modeling
• Estimation of Several Intraclass Correlation Coefficients
• Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations
• Testing simultaneously different covariance block diagonal structures – the multi-sample case
• On parsimonious models for modeling matrix data
• Classification of higher-order data with separable covariance and structured multiplicative or additive mean models
• Independent component analysis for tensor-valued data
• Kronecker delta method for testing independence between two vectors in high-dimension
• Discriminant analysis of multivariate repeated measures data with Kronecker product structured covariance matrices
• Testing a block exchangeable covariance matrix
• Covariance estimation via sparse Kronecker structures
• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
• Title not available (Why is that?)
• A dual subspace parsimonious mixture of matrix normal distributions
• Estimation and testing in constrained covariance component models
• Linear models for multivariate repeated measures data with block exchangeable covariance structure
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• Maximum likelihood estimation for tensor normal models via castling transforms
• Testing variance parameters in models with a Kronecker product covariance structure
• Estimation of parameters under a generalized growth curve model
• Estimating and testing a structured covariance matrix for three-level multivariate data
• Structured time-dependent inverse regression (STIR)
• Tests for mean vectors in high dimension
• Generalized Tensor Decomposition With Features on Multiple Modes
• Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure
• Visual assessment of matrix‐variate normality
• An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing
• 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
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
• Covariance structure tests for multivariate \(t\)-distribution
• A joint latent factor analyzer and functional subspace model for clustering multivariate functional data
• On properties of Toeplitz-type covariance matrices in models with nested random effects
• More on the Kronecker structured covariance matrix
• Dimension of Marginals of Kronecker Product Models
• Overview of recent results in growth-curve-type multivariate linear models
• Sparse Matrix Graphical Models
• Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series
• A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix
• 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
• Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
• Hypothesis testing in multivariate normal models with block circular covariance structures

This page was built for publication: Models with a Kronecker product covariance structure: estimation and testing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q734557)