Testing a block exchangeable covariance matrix

DOI10.1080/02331888.2017.1410151zbMath1458.62121OpenAlexW2771809177MaRDI QIDQ5147571

Katarzyna Filipiak, Anuradha Roy, Daniel Klein

Publication date: 27 January 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1410151

zbMATH Keywords

hypothesis testingmaximum likelihood estimatesRao's score testblock compound symmetry covariance structureblock exchangeable covariance matrix

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)

Related Items (10)

Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates ⋮ Linear models for multivariate repeated measures data with block exchangeable covariance structure ⋮ Hypothesis testing in multivariate normal models with block circular covariance structures ⋮ Testing independence under a block compound symmetry covariance structure ⋮ Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors ⋮ Unnamed Item ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects ⋮ Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings ⋮ Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

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