Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure

DOI10.1016/J.JMVA.2015.11.001zbMATH Open1328.62343OpenAlexW2183442856MaRDI QIDQ901280FDOQ901280

Ricardo Leiva, Miguel Fonseca, Anuradha Roy, Roman Zmyślony

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.11.001

Recommendations

• Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
• Hypothesis testing for independence under blocked compound symmetric covariance structure
• On estimation in multilevel models with block circular symmetric covariance structure
• scientific article; zbMATH DE number 4030748

zbMATH Keywords

blocked compound symmetric covariance structurebest unbiased estimatorcoordinate free approachdoubly multivariate data

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Linear discrimination with equicorrelated training vectors
• Jordan algebras and Bayesian quadratic estimation of variance components
• Testing Hypotheses for Variance Components in Mixed Linear Models
• Quadratic Subspaces and Completeness
• Title not available (Why is that?)
• Inferences on interclass and intraclass correlations in multivariate familial data
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Linear Models with Exchangeably Distributed Errors
• Title not available (Why is that?)
• Least squares and generalized least squares in models with orthogonal block structure
• Tests of independence of normal random variables with known and unknown variance ratio.
• On estimation in multilevel models with block circular symmetric covariance structure
• A Quadratic Classification Rule with Equicorrelated Training Vectors for Non Random Samples
• Robust estimation in the multivariate normal model with variance components
• Title not available (Why is that?)
• Title not available (Why is that?)
• Uniformly minimum variance unbiased estimation in various classes of estimators, I.²
• Title not available (Why is that?)
• Title not available (Why is that?)
• Testing and estimation when a normal covariance matrix has intraclass structure of arbitrary order
• Application of the theory of products of problems to certain patterned covariance matrices
• Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data

Cited In (14)

• Testing simultaneously different covariance block diagonal structures – the multi-sample case
• Title not available (Why is that?)
• Free-coordinate estimation for doubly multivariate data
• Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure
• Title not available (Why is that?)
• Testing a block exchangeable covariance matrix
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Hypothesis testing for independence under blocked compound symmetric covariance structure
• Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
• Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
• Testing independence under a block compound symmetry covariance structure
• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

This page was built for publication: Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q901280)