Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
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Publication:739588
DOI10.1016/j.jmva.2016.05.009zbMath1347.62092OpenAlexW2418686689MaRDI QIDQ739588
Katarzyna Filipiak, Daniel Klein, Anuradha Roy
Publication date: 18 August 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.05.009
likelihood ratio testMonte Carlo simulationsmaximum likelihood estimatorsRao's score testempirical null distributionseparable covariance structure
Related Items (10)
A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix ⋮ Permutation based testing on covariance separability ⋮ A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures ⋮ Covariance Estimation for Matrix-valued Data ⋮ Testing independence under a block compound symmetry covariance structure ⋮ Robust tests for scatter separability beyond Gaussianity ⋮ Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function ⋮ Testing a block exchangeable covariance matrix ⋮ Approximation with a Kronecker product structure with one component as compound symmetry or autoregression ⋮ Unnamed Item
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