Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
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Publication:2062370
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
testing hypothesesbest unbiased estimatorstructure of covariance matricesblock compound symmetric covariance structuredouble multivariate datapositive and negative part of estimatorstructure of mean vector
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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