Testing block sphericity of a covariance matrix

MaRDI QIDQ2755349zbMATH OpenFDO

Authors Liliam Cardeño, D. K. Nagar

Publication date 25 April 2002

Published in Divulgaciones Matemáticas (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/49269, http://www.emis.de/journals/DM/vol9-1.htm

zbMATH Keywords

block sphericityinverse Mellin transformMeijer's G-functionresidue theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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(19)

• Comparison of powers of a class of tests for covariance matrices
• Distribution of \(LRC\) for testing sphericity structure of a covariance matrix in multivariate normal distribution
• Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
• Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
• Testing the hypothesis of a doubly exchangeable covariance matrix
• Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables
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• The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
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• Proportionality of Diagonal Blocks with Blockwise Independence
• Monotonicity of power functions for sphericity tests in multivariate normal populations
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Independence and equality of covariance matrices of two multivariate normal distributions
• Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences

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