Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup. - Anuradha Roy; Ricardo Leiva; Ivan Zezula; Daniel Klein 002 (J. Multivar. Anal., 2015)

Score test for a separable covariance structure with the first component as compound symmetric correlation matrix. - Katarzyna Filipiak; Daniel Klein 002; Anuradha Roy (J. Multivar. Anal., 2016)

Estimation of parameters under a generalized growth curve model. - Katarzyna Filipiak; Daniel Klein 002 (J. Multivar. Anal., 2017)

Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings. - Daniel Klein 002; Jolanta Pielaszkiewicz; Katarzyna Filipiak (J. Multivar. Anal., 2022)

Discrepancy between structured matrices in the power analysis of a separability test. - Katarzyna Filipiak; Daniel Klein 002; Monika Mokrzycka (Comput. Stat. Data Anal., 2024)