Testing of multivariate repeated measures data with block exchangeable covariance structure
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- scientific article; zbMATH DE number 2147406
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Cites work
- scientific article; zbMATH DE number 5735168 (Why is no real title available?)
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 3439833 (Why is no real title available?)
- Analysis of multivariate skew normal models with incomplete data
- Application of the theory of products of problems to certain patterned covariance matrices
- Applications of products to the generalized compound symmetry problem
- Estimating and testing a structured covariance matrix for three-level multivariate data
- Linear Models with Exchangeably Distributed Errors
- Linear models with doubly exchangeable distributed errors
- Multivariate skew-normal at linear mixed models for multi-outcome longitudinal data
- On matrix-variate regression analysis
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
- Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
- The Convolution of Generalized F Distributions
Cited in
(10)- Testing independence under a block compound symmetry covariance structure
- Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
- Testing a block exchangeable covariance matrix
- Hypothesis testing for independence under blocked compound symmetric covariance structure
- scientific article; zbMATH DE number 2147406 (Why is no real title available?)
- Linear models for multivariate repeated measures data with block exchangeable covariance structure
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
- Self similar compound symmetry covariance structure
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