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

DOI10.1016/j.jmva.2015.11.001zbMath1328.62343OpenAlexW2183442856MaRDI QIDQ901280

Ricardo Leiva, Miguel A. 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

zbMATH Keywords

blocked compound symmetric covariance structurebest unbiased estimatorcoordinate free approachdoubly multivariate data

Mathematics Subject Classification ID

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

Related Items (14)

Unnamed Item ⋮ Unnamed Item ⋮ Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure ⋮ Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure ⋮ Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting ⋮ Testing independence under a block compound symmetry covariance structure ⋮ Testing a block exchangeable covariance matrix ⋮ Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors ⋮ Free-coordinate estimation for doubly multivariate data ⋮ Hypothesis testing for independence under blocked compound symmetric covariance structure ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case ⋮ Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

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