Estimation and Tests for Departures from Rao-Structured Covariance Matrices (Q3795080)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation and Tests for Departures from Rao-Structured Covariance Matrices |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Tests for Departures from Rao-Structured Covariance Matrices |
scientific article |
Statements
Estimation and Tests for Departures from Rao-Structured Covariance Matrices (English)
0 references
1987
0 references
autoregressive structure
0 references
correlated observations
0 references
linear model
0 references
nearest neighbor structure
0 references
linear models
0 references
measure of departure
0 references
Rao-structure
0 references
0 references
0.8978877
0 references
0.8935051
0 references
0.8914871
0 references
0.8878515
0 references
0.8841149
0 references
0.8839269
0 references