Testing simultaneously different covariance block diagonal structures -- the multi-sample case
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compound symmetrydiagonal blocksgeneralized integer gamma distributiongeneralized near-integer gamma distributionhypotheses testinglikelihood ratio testsnear-exact distributionssphericity
Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Applications of statistics (62Pxx)
Recommendations
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- Testing block sphericity of a covariance matrix
Cites work
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
- Distribution and percentage points of LRC for testing multisample compound symmetry in the bivariate and the trivariate cases
- scientific article; zbMATH DE number 472930 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Likelihood ratio test for the hyper-block matrix sphericity covariance structure -- characterization of the exact distribution and development of near-exact distributions for the test statistic
- Likelihood testing with censored and missing duration data
- Methods of multivariate analysis
- Models with a Kronecker product covariance structure: estimation and testing
- More on the Kronecker structured covariance matrix
- Near-exact distributions for certain likelihood ratio test statistics
- Near-exact distributions for the independence and sphericity likelihood ratio test statistics
- Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
- Near-exact distributions for the sphericity likelihood ratio test statistic
- Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
- On estimation in hierarchical models with block circular covariance structures
- On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Significance Test for Sphericity of a Normal n-Variate Distribution
- Testing and Estimation for a Circular Stationary Model
- Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space
- The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
- The asymptotic expansion of a ratio of gamma functions
- The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
- The generalized near-integer Gamma distribution: a basis for `near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
Cited in
(7)- Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
- The simultaneous test of equality and circularity of several covariance matrices
- The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry
- Proportionality of Diagonal Blocks with Blockwise Independence
- Editorial to special issue V WCDANM 2018
- Hypothesis testing in multivariate normal models with block circular covariance structures
- Testing the independence of variables for specific covariance structures: A simulation study
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