Tests Concerning Equicorrelation Matrices with Grouped Normal Data

DOI10.1081/STA-200054432MaRDI QIDQ4681053zbMATH OpenFDO

Authors Sarath G. Banneheka, Tim B. Swartz, Paramjit S. Gill

Publication date 14 June 2005

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

Full work available at URL https://doi.org/10.1081/STA-200054432

zbMATH Keywords

intraclass correlationlikelihood ratio testmaximum likelihood estimationscore testsmall-sample inference

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

Recommendations

• On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution
• Testing for the equality of several correlation matrices
• The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix
• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
• Testing the equality of correlation matrices when sample correlation matrices are dependent
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations

Cites work

• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Asymptotics and the theory of inference
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 735225 (Why is no real title available?)
• Likelihood asymptotics
• Modified signed log likelihood ratio
• Simultaneous estimation of several intraclass correlation coefficients
• Testing the equality of covariance matrices under intraclass correlation models
• Testing the equality of several intraclass correlation coefficients

Cited in

(4)

• CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT
• On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution
• Combined Bayesian estimates for the equicorrelation coefficient
• Combined Maximum Likelihood Estimates for the Equicorrelation Coefficient

This page was built for publication: Tests Concerning Equicorrelation Matrices with Grouped Normal Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4681053)