Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

DOI10.1142/S2010326322500162zbMATH Open1487.62056OpenAlexW3168647897MaRDI QIDQ5863545FDOQ5863545

Authors: Shin-ichi Tsukada 

Publication date: 1 June 2022

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326322500162

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• scientific article; zbMATH DE number 3862216

zbMATH Keywords

hypothesis testingcorrelation analysisblocked compound symmetry

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• Estimating and testing a structured covariance matrix for three-level multivariate data
• Linear discrimination with equicorrelated training vectors
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Testing of multivariate repeated measures data with block exchangeable covariance structure
• Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
• Linear Models with Exchangeably Distributed Errors
• Hypothesis testing for independence under blocked compound symmetric covariance structure
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Testing a block exchangeable covariance matrix

Cited In (3)

• Hypothesis testing for independence under blocked compound symmetric covariance structure
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure

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