A likelihood ratio test for separability of covariances
From MaRDI portal
Publication:2493131
DOI10.1016/j.jmva.2005.07.005zbMath1089.62063OpenAlexW2109830992MaRDI QIDQ2493131
Marc G. Genton, Matthew W. Mitchell, Marcia L. Gumpertz
Publication date: 9 June 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2005.07.005
tablesKronecker productnonstationarymultivariate regressionseparable covariancespatio-temporal processmultivariate repeated measures
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Uses Software
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