Linear Models with Doubly Exchangeable Distributed Errors

DOI10.1080/03610926.2011.609953zbMath1270.62102OpenAlexW1987481474MaRDI QIDQ2920058

Miguel A. Fonseca, Anuradha Roy

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.609953

zbMATH Keywords

parametric bootstrapdoubly exchangeable covariance structuremultivariate Satterthwaite approximation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (7)

Testing of multivariate repeated measures data with block exchangeable covariance structure ⋮ Unnamed Item ⋮ Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure ⋮ Self similar compound symmetry covariance structure ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ Testing the hypothesis of a doubly exchangeable covariance matrix ⋮ Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup

Cites Work

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• Linear discrimination with equicorrelated training vectors
• Discrimination with jointly equicorrelated multi-level multivariate data
• A test to determine closeness of multivariate Satterthwaite's approximation
• Growth curve models and statistical diagnostics
• A generalized \(p\)-value approach to inference on common mean
• On approximating a linear combination of central wishart matrices with positive coefficients
• Linear Model Methodology

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