Filipiak, Katarzyna; Klein, Daniel; Mokrzycka, Monika Discrepancy between structured matrices in the power analysis of a separability test. (English) Zbl 07864007 Comput. Stat. Data Anal. 192, Article ID 107907, 16 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Marques, Filipe J.; Diogo, Joana; Norouzirad, Mina; Bispo, Regina Testing the independence of variables for specific covariance structures: a simulation study. (English) Zbl 1538.62186 Math. Methods Appl. Sci. 46, No. 9, 10421-10434 (2023). MSC: 62H15 62E20 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Kaige; Zou, Tingting; Zheng, Shurong; Chen, Jing Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix. (English) Zbl 07711798 Comput. Stat. Data Anal. 185, Article ID 107779, 20 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Coelho, Carlos A. Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures – a review. (English) Zbl 1531.62033 J. Indian Inst. Sci. 102, No. 4, 1219-1257 (2022). MSC: 62H15 62H05 62H10 62J10 62E20 62-02 × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Yuli; Coelho, Carlos A.; von Rosen, Tatjana Hypothesis testing in multivariate normal models with block circular covariance structures. (English) Zbl 1523.62148 Biom. J. 64, No. 3, 557-576 (2022). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Klein, Daniel; Pielaszkiewicz, Jolanta; Filipiak, Katarzyna Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings. (English) Zbl 1520.62066 J. Multivariate Anal. 192, Article ID 105049, 18 p. (2022). MSC: 62H15 62E20 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Graczyk, Piotr; Ishi, Hideyuki; Kołodziejek, Bartosz; Massam, Hélène Model selection in the space of Gaussian models invariant by symmetry. (English) Zbl 1539.62165 Ann. Stat. 50, No. 3, 1747-1774 (2022). MSC: 62H22 62F15 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liang, Yuli; von Rosen, Dietrich; von Rosen, Tatjana On properties of Toeplitz-type covariance matrices in models with nested random effects. (English) Zbl 1482.62060 Stat. Pap. 62, No. 6, 2509-2528 (2021). MSC: 62H12 15B05 62H15 62J05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Opheim, Timothy; Roy, Anuradha Linear models for multivariate repeated measures data with block exchangeable covariance structure. (English) Zbl 1505.62306 Comput. Stat. 36, No. 3, 1931-1963 (2021). MSC: 62-08 62H12 62H15 × Cite Format Result Cite Review PDF Full Text: DOI
Leiva, Ricardo; Roy, Anuradha Self similar compound symmetry covariance structure. (English) Zbl 1477.62129 J. Stat. Theory Pract. 15, No. 3, Paper No. 70, 31 p. (2021). MSC: 62H10 62H12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Marques, F. J.; Coelho, C. A. Testing simultaneously different covariance block diagonal structures – the multi-sample case. (English) Zbl 1521.62402 J. Appl. Stat. 47, No. 13-15, 2765-2784 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Jurková, Veronika; Žežula, Ivan; Klein, Daniel Testing in the growth curve model with intraclass correlation structure. (English) Zbl 1468.62297 Statistics 54, No. 5, 1124-1146 (2020). MSC: 62H15 62H20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Junshan; Sun, Gaoming A test for block circular symmetric covariance structure with divergent dimension. (English) Zbl 1507.62255 ESAIM, Probab. Stat. 23, 672-696 (2019). MSC: 62H15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Marques, Filipe J.; Coelho, Carlos A. The simultaneous test of equality and circularity of several covariance matrices. (English) Zbl 1426.62171 J. Stat. Theory Pract. 12, No. 4, 861-885 (2018). MSC: 62H15 62H10 62E20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Yi, Linqi; Xie, Junshan A high-dimensional likelihood ratio test for circular symmetric covariance structure. (English) Zbl 1462.62348 Commun. Stat., Theory Methods 47, No. 6, 1392-1402 (2018). MSC: 62H15 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Coelho, Carlos A.; Marques, Filipe J.; Oliveira, Sandra Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices. (English) Zbl 1400.62121 Math. Probl. Eng. 2016, Article ID 8975902, 25 p. (2016). MSC: 62H15 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Hoff, Peter D.; Niu, Xiaoyue; Wellner, Jon A. Information bounds for Gaussian copulas. (English) Zbl 1321.62054 Bernoulli 20, No. 2, 604-622 (2014). MSC: 62H05 62H12 62G05 62G20 62E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Marques, Filipe J.; Coelho, Carlos A. Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions. (English) Zbl 1306.65097 Comput. Stat. 28, No. 5, 2091-2115 (2013). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Shah, Parikshit; Chandrasekaran, Venkat Group symmetry and covariance regularization. (English) Zbl 1295.62023 Electron. J. Stat. 6, 1600-1640 (2012); erratum ibid. 7, 3057-3058 (2013). MSC: 62F12 62H12 20C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Yamada, Takayuki High-dimensional Edgeworth expansion of LR statistic for testing circular symmetric covariance structure and its error bound. (English) Zbl 1270.62042 Commun. Stat., Theory Methods 41, No. 10-12, 1887-1910 (2012). MSC: 62E20 62H15 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Gehrmann, Helene; Lauritzen, Steffen L. Estimation of means in graphical Gaussian models with symmetries. (English) Zbl 1274.62366 Ann. Stat. 40, No. 2, 1061-1073 (2012). MSC: 62H12 62F99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Ohlson, Martin; Andrushchenko, Zhanna; von Rosen, Dietrich Explicit estimators under \(m\)-dependence for a multivariate normal distribution. (English) Zbl 1432.62163 Ann. Inst. Stat. Math. 63, No. 1, 29-42 (2011). MSC: 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Louden, Christopher; Roy, Anuradha Classification rules under autoregressive and general circulant covariance. (English) Zbl 1202.62087 Commun. Stat., Theory Methods 39, No. 18, 3294-3315 (2010). MSC: 62H30 62H12 62M10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Ohlson, Martin; von Rosen, Dietrich Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices. (English) Zbl 1184.62091 J. Multivariate Anal. 101, No. 5, 1284-1295 (2010). MSC: 62H12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Nahtman, T.; von Rosen, D. Shift permutation invariance in linear random factor models. (English) Zbl 1282.62064 Math. Methods Stat. 17, No. 2, 173-185 (2008). MSC: 62F30 62J10 62F99 × Cite Format Result Cite Review PDF Full Text: DOI
Nahtman, Tatjana Marginal permutation invariant covariance matrices with applications to linear models. (English) Zbl 1099.62074 Linear Algebra Appl. 417, No. 1, 183-210 (2006). MSC: 62J10 62F30 62H99 62F99 15A99 15A18 × Cite Format Result Cite Review PDF Full Text: DOI
Mortarino, Cinzia A decomposition for a stochastic matrix with an application to MANOVA. (English) Zbl 1065.62101 J. Multivariate Anal. 92, No. 1, 134-144 (2005). MSC: 62H10 62J10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Nagar, Daya K.; Chen, Jie; Gupta, Arjun K. Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry. (English) Zbl 1182.62125 Comput. Stat. Data Anal. 47, No. 1, 79-89 (2004). MSC: 62H10 62H15 62H11 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Andersson, S. A.; Wojnar, G. G. Wishart distributions on homogeneous cones. (English) Zbl 1058.62044 J. Theor. Probab. 17, No. 4, 781-818 (2004). MSC: 62H05 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Hartley, Andrew M.; Naik, Dayanand N. Estimation of familial correlations under autoregressive circular covariance. (English) Zbl 1008.62607 Commun. Stat., Theory Methods 30, No. 8-9, 1811-1828 (2001). MSC: 62H12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Noda, Kazuo; Ono, Hideo On UMP invariant \(F\)-test procedures in a general linear model. (English) Zbl 0993.62049 Commun. Stat., Theory Methods 30, No. 10, 2099-2115 (2001). MSC: 62H15 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Andersson, Steen; Madsen, Jesper Symmetry and lattice conditional independence in a multivariate normal distribution. (English) Zbl 0943.62047 Ann. Stat. 26, No. 2, 525-572 (1998). Reviewer: Oleksandr Kukush (Kyiv) MSC: 62H12 62A01 62H15 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Khattree, Ravindra; Naik, Dayanand N. Optimal tests for nested designs with circular stationary dependence. (English) Zbl 0798.62027 J. Stat. Plann. Inference 41, No. 2, 231-240 (1994). MSC: 62F03 62K99 62J10 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, H.; Olkin, I. A numerical procedure for finding the positive definite matrix closest to a patterned matrix. (English) Zbl 0850.62486 Stat. Probab. Lett. 12, No. 6, 511-515 (1991). MSC: 62H99 65C99 62H12 15A45 × Cite Format Result Cite Review PDF Full Text: DOI
Henderson, Harold V.; Searle, Shayle R. Generalized dispersion matrices for covariance structural analysis. (English) Zbl 0694.15012 Linear Algebra Appl. 127, 543-565 (1990). Reviewer: J.K.Sengupta MSC: 15B57 62J10 × Cite Format Result Cite Review PDF Full Text: DOI
Nagar, D. K.; Jain, S. K.; Gupta, A. K. On testing circular stationarity and related models. (English) Zbl 0726.62074 J. Stat. Comput. Simulation 29, No. 3, 225-239 (1988). MSC: 62H15 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Andrade, Dalton F.; Helms, Ronald W. ML estimation for the multivariate normal distribution with general linear model mean and linear-structure covariance matrix: one-population, complete-data case. (English) Zbl 0691.62051 Commun. Stat., Theory Methods 15, No. 6, 1927-1955 (1986). MSC: 62H12 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Consonni, G.; Dawid, A. P. Decomposition and Bayesian analysis of invariant normal linear models. (English) Zbl 0591.62002 Linear Algebra Appl. 70, 21-49 (1985). Reviewer: O.Krafft MSC: 62A01 20G20 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Anderson, T. W.; Olkin, I. Maximum-likelihood estimation of the parameters of a multivariate normal distribution. (English) Zbl 0586.62074 Linear Algebra Appl. 70, 147-171 (1985). Reviewer: S.Sridhar MSC: 62H12 62H99 × Cite Format Result Cite Review PDF Full Text: DOI
Szatrowski, Ted H. Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem. (English) Zbl 0501.62042 Ann. Inst. Stat. Math. 34, 299-307 (1982). MSC: 62H12 62F12 62E20 62H10 × Cite Format Result Cite Review PDF
Searle, S. R. On inverting circulant matrices. (English) Zbl 0397.15004 Linear Algebra Appl. 25, 77-89 (1979). MSC: 15A09 × Cite Format Result Cite Review PDF Full Text: DOI Link
Szatrowski, Ted H. Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances. (English) Zbl 0444.62056 Ann. Inst. Stat. Math. 30, 81-88 (1978). MSC: 62H12 × Cite Format Result Cite Review PDF
Patil, S. A.; Kovner, J. L.; Patel, D. C. The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population. (English) Zbl 0398.62037 Ann. Inst. Stat. Math. 26, 403-411 (1974). MSC: 62H10 × Cite Format Result Cite Review PDF Full Text: DOI