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

DOI10.1080/03610929808832095MaRDI QIDQ4385993zbMATH OpenOpenAlexFDO

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

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)

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