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Showing 1 to 4 of 4 for “"Equicorrelation"”.
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Analysis of Growth Curves Under Some Special Covariance Structures
… for Σ<sub>ij</sub>. These structures, namely equicorrelation structure and autoregressive structure, are most commonly used in the literature. For the autoregressive structure, the maximum likelihood estimator of the correlation parameter turns out to be a solution of a cubic equation. We …
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Analysis of Discrete Choice Probit Models with Structured Correlation Matrices
… for a couple of correlation structures such as equicorrelation and product correlation. Using stochastic representations, we derive and simplify analytical expressions for the computation of choice probabilities for both of the structures. Further, we illustrate the procedure of obtaining …
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Linear Models for Multivariate Repeated Measures Data
… two commonly used covariance structures namely equicorrelation and autoregressive structures for V<sub>ij</sub> and derive the maximum likelihood estimates of the unknown parameters.</p>
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Pitman estimation for ensembles and mixtures
… the class Ω(n) = Λ(n⁻¹𝟏<sub>n</sub>), containing equicorrelation matrices in the intersection Γ(n)⋂Ω(n). Ensembles of elliptically contoured distributions having dispersion matrices in the foregoing classes, and mixtures over these, are considered further with regard to Pitman estimation of μ. For …