Hypothesis testing for independence under blocked compound symmetric covariance structure

DOI10.1007/S40304-018-0130-4MaRDI QIDQ722082zbMATH OpenOpenAlexWikidataFDO

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

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)

Recommendations

• Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting
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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Applied multivariate statistical analysis.
• Estimating and testing a structured covariance matrix for three-level multivariate data
• High-dimensional covariance estimation
• Linear Models with Exchangeably Distributed Errors
• Linear discrimination with equicorrelated training vectors
• Multivariate statistics. High dimensional and large-sample approximations.
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• 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

(11)

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

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