The analysis of patterned correlation matrices by generalized least squares

DOI10.1111/j.2044-8317.1977.tb00730.xzbMath0355.62028OpenAlexW2089186697MaRDI QIDQ4127182

Michael W. Browne

Publication date: 1977

Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.2044-8317.1977.tb00730.x

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (8)

Describing the elephant: Structure and function in multivariate data ⋮ Explicit estimators under \(m\)-dependence for a multivariate normal distribution ⋮ On the treatment of correlation structures as covariance structures ⋮ Inferences on correlation coefficients in some classes of nonnormal distributions ⋮ Canonical analysis of longitudinal and repeated measures data with stationary weights ⋮ Maximum likelihood estimation of the linearly structured correlation matrix by aJacobi-type iterative scheme ⋮ A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients ⋮ Asymptotic distributions in the testing and estimation of the missing- data multivariate normal linear patterned mean and correlation matrix

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