ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE

DOI10.1081/STA-100105699zbMath1008.62607OpenAlexW1976628485MaRDI QIDQ4540690

Andrew M Hartley, Dayanand N. Naik

Publication date: 28 July 2002

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

Full work available at URL: https://doi.org/10.1081/sta-100105699

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (6)

A test for block circular symmetric covariance structure with divergent dimension ⋮ High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors ⋮ A high-dimensional likelihood ratio test for circular symmetric covariance structure ⋮ A Bayesian model for longitudinal circular data based on the projected normal distribution ⋮ Classification Rules under Autoregressive and General Circulant Covariance ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice
• Estimation of interclass correlation under circular covariance
• Testing and Estimation for a Circular Stationary Model

This page was built for publication: ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE