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

DOI10.1016/J.JMVA.2015.11.001MaRDI QIDQ901280zbMATH OpenOpenAlexFDO

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

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

(17)

• Testing independence under a block compound symmetry covariance structure
• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
• On estimation in multilevel models with block circular symmetric covariance structure
• Free-coordinate estimation for doubly multivariate data
• Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Testing a block exchangeable covariance matrix
• 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
• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
• Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure and structured mean vector
• Testing hypotheses of covariance structure in multivariate data
• Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
• 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
• Self similar compound symmetry covariance structure

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