Hypothesis testing for independence under blocked compound symmetric covariance structure

DOI10.1007/S40304-018-0130-4zbMATH Open1392.62165OpenAlexW2800074833WikidataQ129969229 ScholiaQ129969229MaRDI QIDQ722082FDOQ722082

Authors: Shin-ichi Tsukada 

Publication date: 20 July 2018

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-018-0130-4

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zbMATH Keywords

hypothesis testingasymptotic distributionindependenceblocked compound symmetric covariance structure

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Applied multivariate statistical analysis.
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• Multivariate statistics. High dimensional and large-sample approximations.
• High-dimensional covariance estimation
• 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
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure

Cited In (11)

• Tests and relevancies for the hypotheses of an orthogonal family in a model with orthogonal block structure
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Linear models for multivariate repeated measures data with block exchangeable covariance structure
• Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
• Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates
• Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
• Testing independence under a block compound symmetry covariance structure
• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

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