Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality

DOI10.1080/02331888.2016.1144756zbMath1359.62199OpenAlexW2321075080MaRDI QIDQ2953447

Solomon W. Harrar, John Z. Hossler

Publication date: 4 January 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2016.1144756

zbMATH Keywords

asymptoticsalpha-mixingmultivariate testsrobust methodsgrowth curve

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Factorial statistical designs (62K15)

Cites Work

• Unnamed Item
• A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations
• How to compare small multivariate samples using nonparametric tests
• A note on strong mixing of ARMA processes
• Central limit theorems under weak dependence
• ANOVA and rank tests when the number of treatments is large
• Tests for multivariate analysis of variance in high dimension under non-normality
• Unbiased modified likelihood ratio tests for simple and double separability of a variance-covariance structure
• Nonparametric methods in multivariate factorial designs for large number of factor levels
• Regularized estimation of large covariance matrices
• The likelihood ratio test for a separable covariance matrix
• A likelihood ratio test for separability of covariances
• Asymptotics for testing hypothesis in some multivariate variance components model under non-normality
• The mixed model for multivariate repeated measures: Validity conditions and an approximate test
• Nonlinear Regression with Dependent Observations
• Conditions for linear processes to be strong-mixing
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Inference from heteroscedastic functional data
• Tests for High-Dimensional Covariance Matrices
• Tests for High-Dimensional Regression Coefficients With Factorial Designs
• Contributions to Central Limit Theory for Dependent Variables
• Convergence of Distributions Generated by Stationary Stochastic Processes
• A High Dimensional Two Sample Significance Test
• Some Theorems on Distribution Functions
• Linear mixed models for longitudinal data

This page was built for publication: Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality