Testing hypotheses about covariance matrices in general MANOVA designs

DOI10.1016/j.jspi.2021.12.001zbMath1484.62070arXiv1909.06205OpenAlexW2972792810WikidataQ114154296 ScholiaQ114154296MaRDI QIDQ2123260

Paavo Sattler, Arne C. Bathke, Markus Pauly

Publication date: 8 April 2022

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.06205

zbMATH Keywords

bootstrapresamplingtracenonparametric testmultivariate data

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Quantile-based MANOVA: a new tool for inferring multivariate data in factorial designs

Uses Software

• R
• MANOVA.RM

Cites Work

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• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• NON-NORMALITY AND TESTS ON VARIANCES
• Rejoinder of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation

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