Testing a block exchangeable covariance matrix

DOI10.1080/02331888.2017.1410151MaRDI QIDQ5147571zbMATH OpenOpenAlexFDO

Authors Anuradha Roy, Katarzyna Filipiak, Daniel Klein

Publication date 27 January 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1410151

zbMATH Keywords

hypothesis testingmaximum likelihood estimatesRao's score testblock compound symmetry covariance structureblock exchangeable covariance matrix

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• Testing of multivariate repeated measures data with block exchangeable covariance structure
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• Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
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Cited in

(16)

• Testing independence under a block compound symmetry covariance structure
• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
• Hypothesis testing in multivariate normal models with block circular covariance structures
• Discrepancy between structured matrices in the power analysis of a separability test
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Testing the hypothesis of a doubly exchangeable covariance matrix
• Linear models for multivariate repeated measures data with block exchangeable covariance structure
• Testing of multivariate repeated measures data with block exchangeable covariance structure
• The properties of partial trace and block trace operators of partitioned matrices
• Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates
• On properties of Toeplitz-type covariance matrices in models with nested random effects
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
• scientific article; zbMATH DE number 4538 (Why is no real title available?)
• The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
• A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures

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