Testing sphericity and intraclass covariance structures under a growth curve model in high dimension

DOI10.1080/03610918.2016.1175623MaRDI QIDQ4593897zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

hypothesis testingasymptotic distributionGMANOVAhigh dimensionsphericitygrowth curve modelpower comparisonintraclass covariance structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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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
• Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
• 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?

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