Models with a Kronecker product covariance structure: Estimation and testing
Tóm tắt
Từ khóa
Tài liệu tham khảo
P. Dutilleul, “The MLE Algorithm for the Matrix Normal Distribution”, J. Statist. Comput. Simulation 64, 105–123 (1999).
A. T. Galecki, “General Class of Covariance Structures for Two or More Repeated Factors in Longitudinal Data Analysis”, Comun. Statist. — Theory and Methods 23, 3105–3119 (1994).
T. Kollo and D. von Rosen, Advanced Multivariate Statistics with Matrices (Springer, Dordrecht, 2005).
N. Lu and D. L. Zimmerman, “The likelihood Ratio Test for a Separable Covariance Matrix”, Statist. Probab. Letters, 73, 449–457 (2005).
D. N. Naik and S. Rao, “Analysis of Multivariate Repeated Measures Data with a Kronecker Product Structured Covariance Matrix”, J. Appl. Statist. 28, 91–105 (2001).
R. F. Potthoff and S. N. Roy, “A Generalized Multivariate Analysis of Variance Model Useful Especially for Growth Curve Problems”, Biometrika 51, 313–326 (1964).
C. Ritz and I. M. Skovgaard, “Likelihood Ratio Tests in Curved Exponential Families with Nuisance Parameters Present only under the Alternative”, Biometrika 92, 507–517 (2005).
A. Roy and R. Khattree, “On Implementation of a Test for Kronecker Product Covariance Structure for Multivariate Repeated Measures Data”, Statist. Methodology 2, 297–306 (2005).
M. S. Srivastava, “Estimation of Intraclass Correlations in Familial Data”, Biometrika 71, 177–185 (1984).
M. S. Srivastava and C. G. Khatri, An Introduction to Multivariate Statistics (North Holland, New York, 1979).
D. F. Votaw, “Testing Compound Symmetry in a Normal Multivariate Distribution”, Ann. Math. Statist. 19, 447–473 (1948).
