Testing and Estimation for a Circular Stationary Model

Cited in

(47)

Shift permutation invariance in linear random factor models
Maximum-likelihood estimation of the parameters of a multivariate normal distribution
Decomposition and Bayesian analysis of invariant normal linear models
Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem
A numerical procedure for finding the positive definite matrix closest to a patterned matrix
On inverting circulant matrices
The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population
Optimal tests for nested designs with circular stationary dependence
Wishart distributions on homogeneous cones
Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices
Symmetry and lattice conditional independence in a multivariate normal distribution
Group symmetry and covariance regularization
On properties of Toeplitz-type covariance matrices in models with nested random effects
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
Self similar compound symmetry covariance structure
Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
The simultaneous test of equality and circularity of several covariance matrices
Information bounds for Gaussian copulas
A decomposition for a stochastic matrix with an application to MANOVA
Marginal permutation invariant covariance matrices with applications to linear models
Linear models for multivariate repeated measures data with block exchangeable covariance structure
High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case
Classification Rules under Autoregressive and General Circulant Covariance
On testing circular stationary and related models
Estimation of means in graphical Gaussian models with symmetries
ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE
ON UMP INVARIANTF-TEST PROCEDURES IN A GENERAL LINEAR MODEL
A high-dimensional likelihood ratio test for circular symmetric covariance structure
Testing in the growth curve model with intraclass correlation structure
Testing simultaneously different covariance block diagonal structures -- the multi-sample case
A test for block circular symmetric covariance structure with divergent dimension
Hypothesis testing in multivariate normal models with block circular covariance structures
Testing the independence of variables for specific covariance structures: A simulation study
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
Discrepancy between structured matrices in the power analysis of a separability test
Two-sample intraclass correlation coefficient tests for matrix-valued data
Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix in elliptical distributions
Explicit estimators under m-dependence for a multivariate normal distribution
Generalized dispersion matrices for covariance structural analysis
Model selection in the space of Gaussian models invariant by symmetry
Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices

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