Testing hypotheses of covariance structure in multivariate data

MaRDI QIDQ4686277zbMATH OpenFDO

Authors Miguel Fonseca, Arkadiusz Kozioł, Roman Zmyślony

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

testing hypothesesstructure of covariance matricesquadratic subspaceblock compound symmetric covariance structuredouble multivariate datapositive and negative part of estimator

Mathematics Subject Classification ID

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

Recommendations

• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
• scientific article; zbMATH DE number 5269102
• Testing hypotheses about covariance matrices in general MANOVA designs
• Invariant tests for covariance structures in multivariate linear model
• Testing the structure of the covariance matrix with fewer observations than the dimension

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 Exchangeably Distributed Errors
• Linear models with doubly exchangeable 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

(15)

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

This page was built for publication: Testing hypotheses of covariance structure in multivariate data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4686277)