Testing sphericity and intraclass covariance structures under a growth curve model in high dimension
DOI10.1080/03610918.2016.1175623zbMATH Open1381.62118OpenAlexW2406043985MaRDI QIDQ4593897FDOQ4593897
Authors: Martin Singull, Muni S. Srivastava 
Publication date: 15 November 2017
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-152116
Recommendations
- Test for the mean matrix in a growth curve model for high dimensions
- On testing sphericity and identity of a covariance matrix with large dimensions
- A new test for sphericity of the covariance matrix for high dimensional data
- Testing in the growth curve model with intraclass correlation structure
- Note on asymptotic null distributions of LR statistics for testing covariance matrix under growth curve model when the number of the observation points is large
hypothesis testingasymptotic distributionGMANOVAhigh dimensionsphericitygrowth curve modelpower comparisonintraclass covariance structure
Cited In (6)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Test for the mean matrix in a growth curve model for high dimensions
- Testing in the growth curve model with intraclass correlation structure
- Note on asymptotic null distributions of LR statistics for testing covariance matrix under growth curve model when the number of the observation points is large
- What intraclass covariance structures can symmetric Bernoulli random variables have?
- Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
This page was built for publication: Testing sphericity and intraclass covariance structures under a growth curve model in high dimension
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4593897)
