Proportionality of Diagonal Blocks with Blockwise Independence

DOI10.1002/BIMJ.4710360509zbMATH Open0834.62052OpenAlexW2076992985MaRDI QIDQ4862399FDOQ4862399

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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

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• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
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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)

Cites Work

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Cited In (4)

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

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