Testing independence under a block compound symmetry covariance structure

power independence Wald test likelihood ratio test entropy loss function Rao score test Roy's largest root test block compound symmetry doubly multivariate model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
Title not available (Why is that?)
On estimation in hierarchical models with block circular covariance structures
Estimating and testing a structured covariance matrix for three-level multivariate data
Linear discrimination with equicorrelated training vectors
Quadratic Subspaces and Completeness
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
Linear Models with Exchangeably Distributed Errors
Testing hypotheses of covariance structure in multivariate data
Hypothesis testing for independence under blocked compound symmetric covariance structure
Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
On second-order and fourth-order moments of jointly distributed random matrices: A survey
Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
Title not available (Why is that?)
On estimation in multilevel models with block circular symmetric covariance structure
Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
Multivariate, multilinear and mixed linear models
Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
Application of the theory of products of problems to certain patterned covariance matrices
Free-coordinate estimation for doubly multivariate data
The properties of partial trace and block trace operators of partitioned matrices
Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
Testing a block exchangeable covariance matrix
Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
Hypothesis testing in multivariate normal models with block circular covariance structures

Cited In (8)

Tests and relevancies for the hypotheses of an orthogonal family in a model with orthogonal block structure
Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
Bayesian tests on components of the compound symmetry covariance matrix
Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
Covariance structure tests for multivariate \(t\)-distribution
Construction of trend-free optimal block designs under some correlation structures
Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure

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