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

DOI10.1080/02331880108802740zbMATH Open0995.62059OpenAlexW2082885816MaRDI QIDQ4547508FDOQ4547508

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

Recommendations

• scientific article; zbMATH DE number 813682
• Independence distribution preserving covariance structures for the multivariate linear model
• scientific article; zbMATH DE number 2204325
• scientific article; zbMATH DE number 2143294
• INDEPENDENCE DISTRIBUTION‐PRESERVING NONNEGATIVE‐DEFINITE COVARIANCE STRUCTURES FOR THE SAMPLE VARIANCE

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Hermitian and Nonnegative Definite Solutions of Linear Matrix Equations
• When Does Rank(A+B)=Rank(A)+Rank(B)?
• Distribution of multivariate quadratic forms under certain covariance structures
• Independence distribution preserving covariance structures for the multivariate linear model
• Normal Regression Theory in the Presence of Intra-Class Correlation
• Univariate repeated measures techniques applied to multivariate data
• On the robustness of least squares procedures in regression models
• Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure
• A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
• Effect of equicorrelation in detecting a spurious observation
• A sufficient condition on the covariance matrix for F tests in linear models to be valid
• Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
• 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 rubustness of the lilliefors test for univariate normality with respect to equicorrelated data
• On the effect of correlation and unequal variances in detecting a spurious observation
• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
• INDEPENDENCE DISTRIBUTION‐PRESERVING NONNEGATIVE‐DEFINITE COVARIANCE STRUCTURES FOR THE SAMPLE VARIANCE
• Structured dispersion and validity in linear inference
• Title not available (Why is that?)
• ON THE INDEPENDENCE OF THE SAMPLE MEAN AND TRANSLATION‐INVARIANT STATISTICS FOR MATRIX NORMAL DISTRIBUTIONS

Cited In (2)

• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Independence distribution preserving joint covariance structures for the multivariate two-group case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4547508)