An f-test for multivariate repeated measures data with the wiener stochastic process pattern in the covariance matrix

DOI10.1080/03610929808832095zbMATH Open0894.62065OpenAlexW2049015009MaRDI QIDQ4385993FDOQ4385993

Authors: Carroll J. Jun. Diaz, William D. Johnson 

Publication date: 13 September 1998

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832095

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zbMATH Keywords

maximum likelihood estimatespatterned covariance matricesHotelling's T-squaremultivariate general linear hypothesisequality of means hypothesisexact F-testWiener stochastic process pattern

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Markov processes: hypothesis testing (62M02)

Cites Work

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