Shift permutation invariance in linear random factor models

DOI10.3103/S1066530708020063zbMath1282.62064OpenAlexW2030096371MaRDI QIDQ1019538

Dietrich von Rosen, Tatjana Nahtman

Publication date: 2 June 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530708020063

zbMATH Keywords

spectrumshift invarianceblock Toeplitz matrixeigenspacereparametrizationcovariance structures\(K\)-way tablesmarginal permutations

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Parametric inference (62F99) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

A test for block circular symmetric covariance structure with divergent dimension ⋮ Hypothesis testing in multivariate normal models with block circular covariance structures ⋮ Shift permutation invariance in linear random factor models ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects ⋮ On estimation in hierarchical models with block circular covariance structures

Cites Work

• Shift permutation invariance in linear random factor models
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• Marginal permutation invariant covariance matrices with applications to linear models
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• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
• Testing and Estimation for a Circular Stationary Model
• Linear Statistical Inference and its Applications
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
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