Testing and Estimation for a Circular Stationary Model

Cited in

(46)

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

This page was built for publication: Testing and Estimation for a Circular Stationary Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5580773)