Testing of multivariate repeated measures data with block exchangeable covariance structure

DOI10.1007/S11749-017-0549-ZzbMath1404.62062OpenAlexW2753875838MaRDI QIDQ1616699

Daniel Klein, Anuradha Roy, Ivan Žežula

Publication date: 7 November 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0549-z

zbMATH Keywords

Hotelling's \(T^2\) statistic\(BT^2\) statistic\(D^2\) statisticLawley-Hotelling trace distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (9)

Linear models for multivariate repeated measures data with block exchangeable covariance structure ⋮ Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting ⋮ Testing independence under a block compound symmetry covariance structure ⋮ Testing a block exchangeable covariance matrix ⋮ Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors ⋮ Self similar compound symmetry covariance structure ⋮ Hypothesis testing for independence under blocked compound symmetric covariance structure ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

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