Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure

DOI10.1007/s00362-020-01182-4zbMath1481.62029OpenAlexW3031962096MaRDI QIDQ2062370

Arkadiusz Kozioł, Roman Zmyślony

Publication date: 27 December 2021

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-020-01182-4

zbMATH Keywords

testing hypothesesbest unbiased estimatorstructure of covariance matricesblock compound symmetric covariance structuredouble multivariate datapositive and negative part of estimatorstructure of mean vector

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Free-coordinate estimation for doubly multivariate data
• A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
• Testing Hypotheses for Variance Components in Mixed Linear Models
• Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure
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