Testing of multivariate repeated measures data with block exchangeable covariance structure
DOI10.1007/S11749-017-0549-ZzbMATH Open1404.62062OpenAlexW2753875838MaRDI QIDQ1616699FDOQ1616699
Authors: Ivan Žežula, Daniel Klein, Anuradha Roy
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
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Multivariate distribution of statistics (62H10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cited In (10)
- Testing a block exchangeable covariance matrix
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
- Hypothesis testing for independence under blocked compound symmetric covariance structure
- Title not available (Why is that?)
- 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
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
- Self similar compound symmetry covariance structure
- Testing independence under a block compound symmetry covariance structure
- Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
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