Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure

DOI10.1080/03610918.2019.1634205OpenAlexW2959348543MaRDI QIDQ5088005

Roman Zmyślony, Arkadiusz Kozioł

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1634205

zbMATH Keywords

testing hypothesesbest unbiased estimatorstructure of covariance matricesblock compound symmetric covariance structuredouble multivariate datapositive and negative part of estimatorstructure of mean vector

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure

Cites Work

• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
• Testing Hypotheses for Variance Components in Mixed Linear Models
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