Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure

DOI10.1080/03610918.2019.1634205OpenAlexW2959348543MaRDI QIDQ5088005FDOQ5088005

Authors: Roman Zmyślony, Arkadiusz Kozioł 

Publication date: 4 July 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1634205

zbMATH Keywords

testing hypothesesbest unbiased estimatorstructure of covariance matricesblock compound symmetric covariance structuredouble multivariate datapositive and negative part of estimatorstructure of mean vector

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Estimating and testing a structured covariance matrix for three-level multivariate data
• Testing Hypotheses for Variance Components in Mixed Linear Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Testing hypotheses of covariance structure in multivariate data
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Title not available (Why is that?)
• Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure

Cited In (3)

• Tests and relevancies for the hypotheses of an orthogonal family in a model with orthogonal block structure
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure

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