Testing of multivariate repeated measures data with block exchangeable covariance structure

DOI10.1007/s11749-017-0549-zzbMath1404.62062OpenAlexW2753875838MaRDI QIDQ1616699

Daniel Klein, Anuradha Roy, Ivan Žežula

Publication date: 7 November 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0549-z

zbMATH Keywords

Hotelling's \(T^2\) statistic\(BT^2\) statistic\(D^2\) statisticLawley-Hotelling trace distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (9)

Linear models for multivariate repeated measures data with block exchangeable covariance structure ⋮ Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting ⋮ Testing independence under a block compound symmetry covariance structure ⋮ Testing a block exchangeable covariance matrix ⋮ Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors ⋮ Self similar compound symmetry covariance structure ⋮ Hypothesis testing for independence under blocked compound symmetric covariance structure ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

Cites Work

• On matrix-variate regression analysis
• Analysis of multivariate skew normal models with incomplete data
• Applications of products to the generalized compound symmetry problem
• Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Linear Models with Doubly Exchangeable Distributed Errors
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
• The Convolution of Generalized F Distributions
• Linear Models with Exchangeably Distributed Errors
• Multivariate skew-normal at linear mixed models for multi-outcome longitudinal data
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Application of the theory of products of problems to certain patterned covariance matrices
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Testing of multivariate repeated measures data with block exchangeable covariance structure