Pages that link to "Item:Q4337046"
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The following pages link to An asymptotic test for separability of a spatial autoregressive model (Q4337046):
Displaying 14 items.
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data (Q537435) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- Testing lack of symmetry in spatial-temporal processes (Q935415) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing (Q1661328) (← links)
- Testing axial symmetry and separability of lattice processes (Q1776853) (← links)
- The likelihood ratio test for a separable covariance matrix (Q2485558) (← links)
- A likelihood ratio test for separability of covariances (Q2493131) (← links)
- Testing for separability of spatial\,-\,temporal covariance functions (Q2581892) (← links)
- Testing Separability in Spatial-Temporal Marked Point Processes (Q3442978) (← links)
- Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity (Q3552844) (← links)
- Separability tests for high-dimensional, low-sample size multivariate repeated measures data (Q5130542) (← links)
- Asymptotic Results for Spatial ARMA Models (Q5484660) (← links)
