An f-test for multivariate repeated measures data with the wiener stochastic process pattern in the covariance matrix

DOI10.1080/03610929808832095zbMath0894.62065OpenAlexW2049015009MaRDI QIDQ4385993

William D. Johnson, Carroll J. Jun. Diaz

Publication date: 13 September 1998

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

Full work available at URL: https://doi.org/10.1080/03610929808832095

zbMATH Keywords

maximum likelihood estimatespatterned covariance matricesHotelling's T-squaremultivariate general linear hypothesisequality of means hypothesisexact F-testWiener stochastic process pattern

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Markov processes: hypothesis testing (62M02)

Cites Work

• Unnamed Item

This page was built for publication: An f-test for multivariate repeated measures data with the wiener stochastic process pattern in the covariance matrix