Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure

MaRDI QIDQ4686276zbMATHFDO

Authors Roman Zmyślony, Ivan Žežula, Arkadiusz Kozioł

Publication date 10 October 2018

IPFS File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

zbMATH Keywords

blocked compound symmetric covariance structurebest unbiased estimatorcoordinate free approachdoubly multivariate dataunstructured mean vectortesting structured mean vector

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• On testing structure of mean vector of compound symmetric gaussian model
• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
• Hypothesis testing for independence under blocked compound symmetric covariance structure
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry

Cites work

• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 3688527 (Why is no real title available?)
• scientific article; zbMATH DE number 3727374 (Why is no real title available?)
• scientific article; zbMATH DE number 3637091 (Why is no real title available?)
• scientific article; zbMATH DE number 1747131 (Why is no real title available?)
• scientific article; zbMATH DE number 3341781 (Why is no real title available?)
• Application of the theory of products of problems to certain patterned covariance matrices
• Applied multivariate statistical analysis.
• Completeness for a Family of Multivariate Normal Distributions
• Estimating and testing a structured covariance matrix for three-level multivariate data
• Free-coordinate estimation for doubly multivariate data
• Linear Models with Exchangeably Distributed Errors
• On an algebraic generalization of the quantum mechanical formalism
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Quadratic Subspaces and Completeness
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

Cited in

(3)

• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
• Testing independence under a block compound symmetry covariance structure
• Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure

This page was built for publication: Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4686276)