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Journal of the American Statistical Association Volume 71, 1976 - Issue 355

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Theory and Method

Inference concerning the Mean Vector When the Covariance Matrix is Totally Reducible

Dennis L. Young Department of Mathematics, Arizona State University, Tempe, AZ, 85281, USA

Pages 696-699 | Received 01 Mar 1975, Published online: 05 Apr 2012

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Dalton F. Andrade & Ronald W Helms. (1986) ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case. Communications in Statistics - Theory and Methods 15:6, pages 1927-1955.
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Bimal Kumar Sinha & H.S. Wieand. (1979) Union-Intersection Test for the Mean Vector When the Covariance Matrix is Totally Reducible. Journal of the American Statistical Association 74:366a, pages 340-343.
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GeraldS. Rogers & DennisL. Young. (1978) On Testing a Multivariate Linear Hypothesis When the Covariance Matrix and its Inverse Have the Same Pattern. Journal of the American Statistical Association 73:361, pages 203-207.
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