Models with a Kronecker product covariance structure: estimation and testing

DOI10.3103/S1066530708040066zbMath1231.62101OpenAlexW2009922756MaRDI QIDQ734557

Dietrich von Rosen, Muni S. Srivastava, Tatjana von Rosen

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530708040066

zbMATH Keywords

likelihood ratio test maximum likelihood estimators repeated measurements flip-flop algorithm Kronecker product structure intraclass correlation structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

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