Two-sample intraclass correlation coefficient tests for matrix-valued data

DOI10.1007/978-3-031-69622-0_4MaRDI QIDQ6956089zbMATH OpenFDO

Authors Yuli Liang, Chengcheng Hao, Deliang Dai

Publication date 21 July 2025

Full work available at URL https://doi.org/10.1007/978-3-031-69622-0_4

zbMATH Keywords

higher order asymptoticsKronecker covariance structureratio of F distributions

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• Accurate parametric inference for small samples
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• Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
• Shift permutation invariance in linear random factor models
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• Testing and Estimation for a Circular Stationary Model
• Testing variance parameters in models with a Kronecker product covariance structure
• The likelihood ratio test for a separable covariance matrix

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