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

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

Authors: Anuradha Roy, Roman Zmyślony, Miguel Fonseca, Ricardo Leiva 

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

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• 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)

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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

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