Independence distribution preserving joint covariance structures for the multivariate two-group case

DOI10.1080/02331880108802740MaRDI QIDQ4547508zbMATH OpenOpenAlexFDO

Authors Dean M. Young, Danny W. Turner

Publication date 23 October 2002

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880108802740

zbMATH Keywords

Wishart distributionindependence assumptionsmultivariate quadratic formscommon nonnegative-definite solutions to linear matrix equations

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Matrix equations and identities (15A24)

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• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• A complete solution to the problem of robustness of Grubbs's test
• A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
• A note on the rubustness of the lilliefors test for univariate normality with respect to equicorrelated data
• A sufficient condition on the covariance matrix for F tests in linear models to be valid
• Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure
• Distribution of multivariate quadratic forms under certain covariance structures
• Effect of equicorrelation in detecting a spurious observation
• Hermitian and Nonnegative Definite Solutions of Linear Matrix Equations
• INDEPENDENCE DISTRIBUTION‐PRESERVING NONNEGATIVE‐DEFINITE COVARIANCE STRUCTURES FOR THE SAMPLE VARIANCE
• Independence distribution preserving covariance structures for the multivariate linear model
• Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
• Normal Regression Theory in the Presence of Intra-Class Correlation
• ON THE INDEPENDENCE OF THE SAMPLE MEAN AND TRANSLATION‐INVARIANT STATISTICS FOR MATRIX NORMAL DISTRIBUTIONS
• On the effect of correlation and unequal variances in detecting a spurious observation
• On the robustness of least squares procedures in regression models
• Structured dispersion and validity in linear inference
• Univariate repeated measures techniques applied to multivariate data
• When Does Rank(A+B)=Rank(A)+Rank(B)?

Cited in

(2)

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