Testing a block exchangeable covariance matrix

DOI10.1080/02331888.2017.1410151zbMATH Open1458.62121OpenAlexW2771809177MaRDI QIDQ5147571FDOQ5147571

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

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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)

Cites Work

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Cited In (16)

• 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
• The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
• Title not available (Why is that?)
• 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
• 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

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