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

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)

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Cites Work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Estimating and testing a structured covariance matrix for three-level multivariate data
• Hypothesis testing for independence under blocked compound symmetric covariance structure
• Linear Models with Exchangeably Distributed Errors
• Linear discrimination with equicorrelated training vectors
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Testing a block exchangeable covariance matrix
• Testing of multivariate repeated measures data with block exchangeable covariance structure
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions

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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