Testing hypotheses of covariance structure in multivariate data

MaRDI QIDQ4686277zbMATH OpenFDO

Authors Miguel Fonseca, Arkadiusz Kozioł, Roman Zmyślony

Publication date 10 October 2018

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zbMATH Keywords

block compound symmetric covariance structuredouble multivariate datapositive and negative part of estimatorquadratic subspacestructure of covariance matricestesting hypotheses

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 2171896 (Why is no real title available?)
• scientific article; zbMATH DE number 3080981 (Why is no real title available?)
• Linear models with doubly exchangeable distributed errors
• Linear Models with Exchangeably Distributed Errors
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Testing Hypotheses for Variance Components in Mixed Linear Models
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Tests of independence of normal random variables with known and unknown variance ratio.

Cited in

(16)

• Test of association between multivariate stable vectors.
• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
• Testing the hypothesis of a doubly exchangeable covariance matrix
• ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL
• scientific article; zbMATH DE number 4009574 (Why is no real title available?)
• Testing Covariance Structure in Multivariate Models: Application to Family Disease Data
• scientific article; zbMATH DE number 1553269 (Why is no real title available?)
• scientific article; zbMATH DE number 952752 (Why is no real title available?)
• New Tests for Data with an Inherent Structure
• Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure
• Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
• Testing independence under a block compound symmetry covariance structure
• Discrepancy between structured matrices in the power analysis of a separability test
• Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
• Hypothesis testing for independence under blocked compound symmetric covariance structure
• About test criteria in multivariate analysis

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