Permutation based testing on covariance separability

DOI10.1007/s00180-018-0839-2zbMath1417.62152OpenAlexW2892894622MaRDI QIDQ2418078

Seongoh Park, Johan Lim, Xinlei Wang, Sang Han Lee

Publication date: 3 June 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8330429

zbMATH Keywords

separabilitycovariance matrixnon-normal datapermutation testBonferroni testmultiple multivariate data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items

Clustering of longitudinal interval-valued data via mixture distribution under covariance separability ⋮ Robust tests for scatter separability beyond Gaussianity ⋮ NPCovSepTest

Uses Software

• coin
• MVN

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