Pages that link to "Item:Q3015907"
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The following pages link to Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data (Q3015907):
Displaying 28 items.
- Testing variance parameters in models with a Kronecker product covariance structure (Q312126) (← links)
- Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
- On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data (Q713664) (← links)
- Hypothesis testing for independence under blocked compound symmetric covariance structure (Q722082) (← links)
- Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data (Q900542) (← links)
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure (Q901280) (← links)
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements (Q947210) (← links)
- Testing of multivariate repeated measures data with block exchangeable covariance structure (Q1616699) (← links)
- Free-coordinate estimation for doubly multivariate data (Q1747903) (← links)
- Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure (Q2062370) (← links)
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors (Q2241529) (← links)
- Self similar compound symmetry covariance structure (Q2241713) (← links)
- Testing the hypothesis of a doubly exchangeable covariance matrix (Q2303032) (← links)
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup (Q2348442) (← links)
- Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure (Q2408942) (← links)
- Permutation based testing on covariance separability (Q2418078) (← links)
- Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
- Kronecker-structured covariance models for multiway data (Q2678238) (← links)
- More on the Kronecker Structured Covariance Matrix (Q2920054) (← links)
- Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on Both Time and Spatial Repeated Measurements (Q3168542) (← links)
- Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure (Q4686276) (← links)
- Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates (Q5044673) (← links)
- Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure (Q5088005) (← links)
- Testing a block exchangeable covariance matrix (Q5147571) (← links)
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
- Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure (Q5863545) (← links)
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
- Testing independence under a block compound symmetry covariance structure (Q6157036) (← links)
