An invariance property of common statistical tests

DOI10.1016/S0024-3795(97)00032-3MaRDI QIDQ1369312zbMATH OpenFDO

Authors N. Rao Chaganty, Akhil K. Vaish

Publication date 25 January 1999

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(97)00032-3

zbMATH Keywords

ANOVAcharacterizationcovariance structuresquadratic forms

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24) Foundations and philosophical topics in statistics (62A01) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(9)

• Matrix equivalence classes with applications
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• Proper splittings and reduced solutions of matrix equations
• scientific article; zbMATH DE number 1301709 (Why is no real title available?)
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector
• Operating Characteristics for the Common Statistical Tests of Significance
• Spectrum and trace invariance criterion and its statistical applications
• Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics

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