Pages that link to "Item:Q5580773"

The following pages link to Testing and Estimation for a Circular Stationary Model (Q5580773):

Displaying 37 items.

• Model selection in the space of Gaussian models invariant by symmetry (Q93776) (← links)
• Estimation of means in graphical Gaussian models with symmetries (Q447850) (← links)
• Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
• Generalized dispersion matrices for covariance structural analysis (Q908995) (← links)
• Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry (Q956990) (← links)
• Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
• Shift permutation invariance in linear random factor models (Q1019538) (← links)
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution (Q1071428) (← links)
• Decomposition and Bayesian analysis of invariant normal linear models (Q1074970) (← links)
• Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances (Q1144871) (← links)
• Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem (Q1172356) (← links)
• A numerical procedure for finding the positive definite matrix closest to a patterned matrix (Q1186633) (← links)
• On inverting circulant matrices (Q1253691) (← links)
• The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population (Q1254075) (← links)
• Optimal tests for nested designs with circular stationary dependence (Q1333106) (← links)
• Wishart distributions on homogeneous cones (Q1770893) (← links)
• Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices (Q1793725) (← links)
• Symmetry and lattice conditional independence in a multivariate normal distribution (Q1807091) (← links)
• Group symmetry and covariance regularization (Q1950873) (← links)
• On properties of Toeplitz-type covariance matrices in models with nested random effects (Q2062399) (← links)
• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
• Self similar compound symmetry covariance structure (Q2241713) (← links)
• Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions (Q2259211) (← links)
• The simultaneous test of equality and circularity of several covariance matrices (Q2321844) (← links)
• Information bounds for Gaussian copulas (Q2448705) (← links)
• A decomposition for a stochastic matrix with an application to MANOVA (Q2486177) (← links)
• Marginal permutation invariant covariance matrices with applications to linear models (Q2497955) (← links)
• Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
• High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound (Q2920011) (← links)
• ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case (Q3033138) (← links)
• Classification Rules under Autoregressive and General Circulant Covariance (Q3064073) (← links)
• On testing circular stationary and related models (Q3350513) (← links)
• A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
• Hypothesis testing in multivariate normal models with block circular covariance structures (Q6068488) (← links)
• Testing the independence of variables for specific covariance structures: A simulation study (Q6143562) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
• Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix (Q6170542) (← links)