Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 3412032 - MaRDI portal

scientific article; zbMATH DE number 3412032

From MaRDI portal

zbMath0261.62055MaRDI QIDQ5676939

Ingram Olkin

Publication date: 1973


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

A test for block circular symmetric covariance structure with divergent dimension, Linear models for multivariate repeated measures data with block exchangeable covariance structure, High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors, Hypothesis testing in multivariate normal models with block circular covariance structures, Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review, Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix, Explicit estimators under \(m\)-dependence for a multivariate normal distribution, Estimation of means in graphical Gaussian models with symmetries, A numerical procedure for finding the positive definite matrix closest to a patterned matrix, Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry, Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices, Wishart distributions on homogeneous cones, Marginal permutation invariant covariance matrices with applications to linear models, Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure, Symmetry and lattice conditional independence in a multivariate normal distribution, On properties of Toeplitz-type covariance matrices in models with nested random effects, On Hotelling’s T2 test in a special paired sample case, Maximum-likelihood estimation of the parameters of a multivariate normal distribution, On estimation in hierarchical models with block circular covariance structures