Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review

DOI10.1007/s41745-022-00300-5OpenAlexW4224267143MaRDI QIDQ6149605

Carlos A. Coelho

Publication date: 5 March 2024

Published in: Journal of the Indian Institute of Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s41745-022-00300-5

zbMATH Keywords

block-diagonal structureexact distributionnear-exact distributionsinversion methodsblock compound-symmetryblock-circularityblock-matrix sphericityblock-scalar sphericitydouble exchangeable structureequality mean vectorshyper-block matrix sphericity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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