Marginal permutation invariant covariance matrices with applications to linear models

DOI10.1016/j.laa.2006.02.012zbMath1099.62074OpenAlexW2148615208MaRDI QIDQ2497955

Tatjana Nahtman

Publication date: 4 August 2006

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2006.02.012

zbMATH Keywords

invariancecovariance structurereparameterizationmarginal permutations

Mathematics Subject Classification ID

Multivariate analysis (62H99) Parametric inference under constraints (62F30) Parametric inference (62F99) Eigenvalues, singular values, and eigenvectors (15A18) Analysis of variance and covariance (ANOVA) (62J10) Basic linear algebra (15A99)

Related Items (8)

Hypothesis testing in multivariate normal models with block circular covariance structures ⋮ Explicit estimators under \(m\)-dependence for a multivariate normal distribution ⋮ On the inverse of certain patterned sums of matrices with Kronecker product structures ⋮ Self similar compound symmetry covariance structure ⋮ Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices ⋮ 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

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• Application of the theory of products of problems to certain patterned covariance matrices

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