Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation

DOI10.3103/S1066530711010054zbMath1282.62139MaRDI QIDQ2437995

P. A. Kashitsyn

Publication date: 10 March 2014

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

zbMATH Keywords

consistent estimateKronecker productmultivariate analysiscovariance structureunbiased estimateS. N. Roy's method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Verification of conical hypotheses in the multivariate Gaussian analysis

Cites Work

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• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• Models with a Kronecker product covariance structure: estimation and testing
• Estimation of interclass correlations in familial data
• Testing Hypotheses on the Mean Vector Under an Intraclass Correlation Structure
• Testing Compound Symmetry in a Normal Multivariate Distribution
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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