Comment on "Models with a Kronecker Product Covariance Structure: Estimation and Testing" by M. S. Srivastava, T. von Rosen, and D. von Rosen, Mathematical Methods of Statistics, 17 (2008), pp. 357-370

Mathematical Methods of Statistics

Volumn 19, Issue 1, 2010, Pages 88-90

  Lee, C H ^a   Dutilleul, P ^b   Roy, A ^c  

^a UNIVERSITY OF SASKATCHEWAN   (Canada)

^b MCGILL UNIVERSITY   (Canada)

^c UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84859505920     PISSN: 10665307     EISSN: 19348045     Source Type: Journal    
DOI: 10.3103/S1066530710010060     Document Type: Editorial

References (12)

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3. P. Dutilleul and B. Pinel-Alloul, "A Doubly Multivariate Model for Statistical Analysis of Spatio-Temporal Environmental Data", Environmetrics 7, 551-565 (1996).
4. N. Lu and D. L. Zimmerman, "The Likelihood Ratio Test for a Separable Covariance Matrix", Statist. and Probab. Letters 73, 449-457 (2005).
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6. 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 (2005a).
7. A. Roy and R. Khattree, "Testing the Hypothesis of a Kronecker Product Covariance Matrix in Multivariate Repeated Measures Data", in Proc. SAS Users Group International Conference, The Statistics and Data Analysis Section (2005b), Paper no. 199-30, pp. 1-11.
8. A. Roy and R. Khattree, "Tests for Mean and Covariance Structures Relevant in Repeated Measures Based Discriminant Analysis", J. of Applied Statist. Science 12(2), 91-104 (2003).
9. A. Roy and R. Khattree, Tests forMean and Covariance Structures Relevant in Repeated Measures Based Discriminant Analysis, Tech. Report 2 (Department of Mathematics and Statistics, Oakland University, Rochester, MI, U. S. A., 2001).
10. SAS Institute Inc., SAS/STAT User's Guide Version 9 (Cary, NC: SAS Institute Inc., 2004).
11. M. S. Srivastava, T. von Rosen, and D. von Rosen, "Models with a Kronecker Product Covariance Structure: Estimation and Testing", Math. Methods of Statist. 17, 357-370 (2008).
12. K. Werner, M. Jansson, and P. Stoica, "On Estimation of Covariance Matrices with Kronecker Product Structure", IEEE Trans. on Signal Processing 56, 478-491 (2008).