Testing and estimation when a normal covariance matrix has intraclass structure of arbitrary order

DOI10.1080/03610927408827137zbMath0276.62055OpenAlexW2085172214MaRDI QIDQ4403180

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Publication date: 1974

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927408827137

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure ⋮ Explicit maximum likelihood estimators for certain patterned covariance matrices ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ Likelihood ratio tests for covariance hypotheses generating commutative quadratic subspaces ⋮ Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup

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