Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements

DOI10.1016/j.spl.2008.01.066zbMath1147.62343OpenAlexW1988858047WikidataQ114657880 ScholiaQ114657880MaRDI QIDQ947210

Anuradha Roy, Ricardo Leiva

Publication date: 29 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.066

Mathematics Subject Classification ID

Related Items (16)

Testing variance parameters in models with a Kronecker product covariance structure ⋮ Maximum likelihood estimation for tensor normal models via castling transforms ⋮ Permutation based testing on covariance separability ⋮ A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures ⋮ Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure ⋮ Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure ⋮ Separability tests for high-dimensional, low-sample size multivariate repeated measures data ⋮ Testing a block exchangeable covariance matrix ⋮ Free-coordinate estimation for doubly multivariate data ⋮ Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data ⋮ An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data ⋮ Score test for a separable covariance structure with the first component as compound symmetric correlation matrix ⋮ Testing the hypothesis of a doubly exchangeable covariance matrix ⋮ Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time ⋮ Unnamed Item ⋮ Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup

Uses Software

• SAS
• SAS/STAT

Cites Work

• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• Linear discrimination with equicorrelated training vectors
• Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time
• The likelihood ratio test for a separable covariance matrix
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• An Inverse Matrix Adjustment Arising in Discriminant Analysis
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• Unnamed Item

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