Testing the equality of matrix distributions

DOI10.1007/S10260-019-00477-7MaRDI QIDQ2218634zbMATH OpenOpenAlexWikidataFDO

Authors Lingzhe Guo, Reza Modarres

Publication date 15 January 2021

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-019-00477-7

zbMATH Keywords

Frobenius normhomogeneitymatrix distributionmatrix normal

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

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Cites work

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• A likelihood ratio test for separability of covariances
• A matrix-valued Bernoulli distribution
• A nonparametric two-sample test applicable to high dimensional data
• A triangle test for equality of distribution functions in high dimensions
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data
• Finite mixtures of matrix normal distributions for classifying three-way data
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
• Matrix variate skew normal distributions
• On a new multivariate two-sample test.
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• On matrix-variate regression analysis
• Parametric statistical change point analysis. With applications to genetics, medicine, and finance
• Reducing multidimensional two-sample data to one-dimensional interpoint comparisons
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• The central limit theorem for dependent random variables
• The likelihood ratio test for a separable covariance matrix
• The mle algorithm for the matrix normal distribution

Cited in

(5)

• Testing for equality of means of a Hilbert space valued random variable
• Algorithm AS 250: Tests of the Equality of Dispersion Matrices
• Testing Equality of Multiple Power Spectral Density Matrices
• A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
• Saddlepoint approximation for the bivariate two-sample tests under the random allocation design

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