Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Testing pattern hypotheses for covariance matrices

From MaRDI portal
Publication:1213262
Jump to:navigation, search

DOI10.1007/BF02291468zbMath0295.62058OpenAlexW2026927752MaRDI QIDQ1213262

Roderick P. McDonald

Publication date: 1974

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02291468



Mathematics Subject Classification ID

Multivariate analysis (62H99) Hypothesis testing in multivariate analysis (62H15)


Related Items (4)

Describing the elephant: Structure and function in multivariate data ⋮ Testing pattern hypotheses for correlation matrices ⋮ Tests of matrix structure for construct validation ⋮ Maximum likelihood estimation of the linearly structured correlation matrix by aJacobi-type iterative scheme



Cites Work

  • Derivation of likelihood-ratio tests for Guttman quasi-simplex covariance structures
  • Longitudinal factor analysis
  • A general method for analysis of covariance structures
  • Testing Compound Symmetry in a Normal Multivariate Distribution
  • Unnamed Item


This page was built for publication: Testing pattern hypotheses for covariance matrices

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1213262&oldid=13283597"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 06:42.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki