Reference Citation Analysis: Find an Article, Find a Category, Find a Journal, Find a Scholar

For: Coelho CA, Roy A. Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions. TEST-SPAIN 2016. [DOI: 10.1007/s11749-016-0512-4] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]

For:	Coelho CA, Roy A. Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions. TEST-SPAIN 2016. [DOI: 10.1007/s11749-016-0512-4] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]

Number

Cited by Other Article(s)

Tsukada SI. Hypothesis Testing for Independence given a Blocked Compound Symmetric Covariance Structure in a High-Dimensional Setting. JOURNAL OF STATISTICAL THEORY AND PRACTICE 2023. [DOI: 10.1007/s42519-023-00329-4] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 04/05/2023]

Coelho CA. Likelihood Ratio Tests for Elaborate Covariance Structures and for MANOVA Models with Elaborate Covariance Structures—A Review. J Indian Inst Sci 2022. [DOI: 10.1007/s41745-022-00300-5] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]

Opheim T, Roy A. Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates. J Appl Stat 2021;49:3659-3676. [DOI: 10.1080/02664763.2021.1959529] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]

Opheim T, Roy A. Linear models for multivariate repeated measures data with block exchangeable covariance structure. Comput Stat 2021. [DOI: 10.1007/s00180-021-01064-9] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]

Sun G, Xie J. Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure. STATISTICS-ABINGDON 2020. [DOI: 10.1080/02331888.2020.1715408] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]

Coelho CA, Roy A. Testing the hypothesis of a doubly exchangeable covariance matrix. METRIKA 2019. [DOI: 10.1007/s00184-019-00724-7] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]

Roy A, Filipiak K, Klein D. Testing a block exchangeable covariance matrix. STATISTICS-ABINGDON 2017. [DOI: 10.1080/02331888.2017.1410151] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]

Testing of multivariate repeated measures data with block exchangeable covariance structure. TEST-SPAIN 2017. [DOI: 10.1007/s11749-017-0549-z] [Citation(s) in RCA: 12] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]