The simultaneous test of equality and circularity of several covariance matrices

DOI10.1080/15598608.2018.1482806MaRDI QIDQ2321844zbMATH OpenOpenAlexWikidataFDO

Authors Filipe J. Marques, Carlos A. Coelho

Publication date 23 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2018.1482806

zbMATH Keywords

hypothesis testingmixturesgeneralized integer gamma distributiongeneralized near-integer gamma distributionnear-exact approximations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(2)

• On properties of Toeplitz-type covariance matrices in models with nested random effects
• Large sample test criteria on Toeplitz covariance structure

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