Testing hypotheses of covariance structure in multivariate data

zbMATH Open1402.62112MaRDI QIDQ4686277FDOQ4686277

Authors: Miguel Fonseca, Arkadiusz Kozioł, Roman Zmyślony 

Publication date: 10 October 2018

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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)

Cites Work

• Title not available (Why is that?)
• 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
• Linear Models with Exchangeably Distributed Errors
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Title not available (Why is that?)
• Tests of independence of normal random variables with known and unknown variance ratio.
• Linear models with doubly exchangeable distributed errors

Cited In (15)

• Discrepancy between structured matrices in the power analysis of a separability test
• Title not available (Why is that?)
• Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
• Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure
• Testing the hypothesis of a doubly exchangeable covariance matrix
• Hypothesis testing for independence under blocked compound symmetric covariance structure
• Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
• New Tests for Data with an Inherent Structure
• About test criteria in multivariate analysis
• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
• ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL
• Test of association between multivariate stable vectors.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Testing independence under a block compound symmetry covariance structure

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