Proportionality of Diagonal Blocks with Blockwise Independence

DOI10.1002/BIMJ.4710360509MaRDI QIDQ4862399zbMATHOpenAlexFDO

Authors

Publication date 8 April 1996

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710360509

zbMATH Keywords

algorithmlikelihood ratio testsmaximum likelihood equationsmultivariate normal populationdiagonal blocksblock covariance matricesgroup covariance matriceshierarchically structured modelsrepeated measurement modeltests of similarities

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
• The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry
• Proportionaliy of covariance matrices
• Proportionality of k covariance matrices
• Testing block sphericity of a covariance matrix

Cited in

(4)

• Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions
• The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry
• Block analog of the property of diagonal predominance
• Testing simultaneously different covariance block diagonal structures -- the multi-sample case

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