References$(function(){PrimeFaces.cw("TieredMenu","widget_formSmash_upper_j_idt145",{id:"formSmash:upper:j_idt145",widgetVar:"widget_formSmash_upper_j_idt145",autoDisplay:true,overlay:true,my:"left top",at:"left bottom",trigger:"formSmash:upper:referencesLink",triggerEvent:"click"});}); $(function(){PrimeFaces.cw("OverlayPanel","widget_formSmash_upper_j_idt146_j_idt148",{id:"formSmash:upper:j_idt146:j_idt148",widgetVar:"widget_formSmash_upper_j_idt146_j_idt148",target:"formSmash:upper:j_idt146:permLink",showEffect:"blind",hideEffect:"fade",my:"right top",at:"right bottom",showCloseIcon:true});});

Models with a Kronecker Product Covariance Structure: Estimation and TestingPrimeFaces.cw("AccordionPanel","widget_formSmash_some",{id:"formSmash:some",widgetVar:"widget_formSmash_some",multiple:true}); PrimeFaces.cw("AccordionPanel","widget_formSmash_all",{id:"formSmash:all",widgetVar:"widget_formSmash_all",multiple:true});
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/*Toggling the list of authorPanel nodes according to the toggling of the closeable second panel */
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PrimeFaces.cw("AccordionPanel","widget_formSmash_responsibleOrgs",{id:"formSmash:responsibleOrgs",widgetVar:"widget_formSmash_responsibleOrgs",multiple:true}); 2007 (English)Report (Other academic)
##### Abstract [en]

##### Place, publisher, year, edition, pages

2007.
##### Keyword [en]

Covariance structure, flip-flop algorithm, intraclass correlation structure, Kronecker product structure, likelihood ratio test, maximum likelihood estimators, repeated measurements.
##### National Category

Probability Theory and Statistics
##### Identifiers

URN: urn:nbn:se:su:diva-13933OAI: oai:DiVA.org:su-13933DiVA: diva2:180453
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt375",{id:"formSmash:j_idt375",widgetVar:"widget_formSmash_j_idt375",multiple:true});
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt381",{id:"formSmash:j_idt381",widgetVar:"widget_formSmash_j_idt381",multiple:true});
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt387",{id:"formSmash:j_idt387",widgetVar:"widget_formSmash_j_idt387",multiple:true});
Available from: 2008-06-24 Created: 2008-06-24Bibliographically approved

In this article we consider a $pq$-dimensional random vector $x$ distributed normally with mean vector $\theta$ and the covariance matrix $\Lambda$, assumed to be positive definite. On the basis of $N$ independent observations on the random vector $x$, we wish to estimate parameters and test the hypothesis $H: \Lambda=\Psi\otimes\Sigma$, where $\Psi = (\psi_{ij}) : q\times q$ and $\Sigma = (\sigma_{ij}) : p\times p$, and $\Lambda =

(\psi_{ij}\Sigma)$, the Kronecker product of $\Psi$ and $\Sigma$. That is instead of $\frac{1}{2}pq(pq+1)$ parameters, it has only $\frac{1}{2}p(p + 1) + \frac{1}{2}q(q + 1) - 1$ parameters. When this model holds, we test the hypothesis that $\Psi$ is an identity matrix, a diagonal matrix or of intraclass correlation structure. The maximum likelihood estimators (MLE) are obtained under the hypothesis as well as under the alternatives. Using these estimators the likelihood ratio tests (LRT) are obtained. Moreover, it is shown that the estimators are unique.

References$(function(){PrimeFaces.cw("TieredMenu","widget_formSmash_lower_j_idt1080",{id:"formSmash:lower:j_idt1080",widgetVar:"widget_formSmash_lower_j_idt1080",autoDisplay:true,overlay:true,my:"left top",at:"left bottom",trigger:"formSmash:lower:referencesLink",triggerEvent:"click"});}); $(function(){PrimeFaces.cw("OverlayPanel","widget_formSmash_lower_j_idt1081_j_idt1083",{id:"formSmash:lower:j_idt1081:j_idt1083",widgetVar:"widget_formSmash_lower_j_idt1081_j_idt1083",target:"formSmash:lower:j_idt1081:permLink",showEffect:"blind",hideEffect:"fade",my:"right top",at:"right bottom",showCloseIcon:true});});