Testing Compound Symmetry in a Normal Multivariate Distribution

Cited in

(43)

Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
Marginal permutation invariant covariance matrices with applications to linear models
Hypothesis testing in multivariate normal models with block circular covariance structures
Testing pattern hypotheses for covariance matrices
Symmetry and lattice conditional independence in a multivariate normal distribution
A reduction theorem for the linear complementarity problem with a certain patterned matrix
Robust computationally intensive and asymptotic tests for compound symmetry structure
Group symmetry and covariance regularization
Models with a Kronecker product covariance structure: estimation and testing
The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices
Estimation of patterned covariance in the multivariate linear models: an outer product least-squares approach
Fixed accuracy confidence interval on the common variance in compound symmetric multivariate normal sampling
Wishart distributions on homogeneous cones
The exact distribution of Votaw's criteria
Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
O n some nonparametric generalizations of Wilks' test for H\(_M\),H\(_{V C}\) and H\(_{M V C}\). I
Testing the hypothesis of a doubly exchangeable covariance matrix
On Hotelling's \(T^2\) test in a special paired sample case
Estimation of means in graphical Gaussian models with symmetries
Correlated random effects regression analysis for a log-normally distributed variable
Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation
An Alternative Method for Estimating the Variance Components in a Replicated Crossover Study
Statistical analysis of sets of congeneric tests
Bayesian tests on components of the compound symmetry covariance matrix
Sobre la distribucion exacta del L1(vc) de Votaw
Maximum-likelihood estimation of the parameters of a multivariate normal distribution
Sampling fluctuations resulting from the sampling of test items
Explicit estimators under m-dependence for a multivariate normal distribution
Asymptotic distributions in the testing and estimation of the missing- data multivariate normal linear patterned mean and correlation matrix
On testing structure of mean vector of compound symmetric gaussian model
A significance test for the hypothesis that two variables measure the same trait except for errors of measurement
Testing for patterns and structures in covariance and correlation matrices
Missing data in the k-population multivariate normal patterned mean and covariance matrix testing and estimation problem
Symmetrically Dependent Models Arising in Visual Assessment Data
On testing hypotheses regarding a class of covariance structures
Neither Cronbach's alpha nor McDonald's omega: a commentary on Sijtsma and Pfadt
Nonparametric test of restricted interchangeability
ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case
The case for algebraic biology: from research to education
Generalized Hypergeometric Functions and Exact Distributions of Test Statistics

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