Shift permutation invariance in linear random factor models
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Cites work
- scientific article; zbMATH DE number 3650737 (Why is no real title available?)
- scientific article; zbMATH DE number 3968787 (Why is no real title available?)
- Analysis of Variance Models in Orthogonal Designs
- Invariant normal models
- Linear Statistical Inference and its Applications
- Linear Toeplitz covariance structure models with optimal estimators of variance components
- Marginal permutation invariant covariance matrices with applications to linear models
- OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
- Regression models with unknown singular covariance matrix
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Shift permutation invariance in linear random factor models
- THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
- Testing and Estimation for a Circular Stationary Model
Cited in
(9)- On estimation in hierarchical models with block circular covariance structures
- A test for block circular symmetric covariance structure with divergent dimension
- On shift permutation invariance, covariance structures, and Toeplitz matrices
- On properties of Toeplitz-type covariance matrices in models with nested random effects
- Hypothesis testing in multivariate normal models with block circular covariance structures
- Shift permutation invariance in linear random factor models
- scientific article; zbMATH DE number 2147967 (Why is no real title available?)
- scientific article; zbMATH DE number 2123635 (Why is no real title available?)
- Marginal permutation invariant covariance matrices with applications to linear models
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