Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure

DOI10.1142/S2010326322500162zbMath1487.62056OpenAlexW3168647897MaRDI QIDQ5863545

Shin-ichi Tsukada

Publication date: 1 June 2022

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326322500162

zbMATH Keywords

hypothesis testingcorrelation analysisblocked compound symmetry

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Hypothesis testing for independence under blocked compound symmetric covariance structure
• Linear discrimination with equicorrelated training vectors
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Testing of multivariate repeated measures data with block exchangeable covariance structure
• 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
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
• Linear Models with Exchangeably Distributed Errors
• Testing a block exchangeable covariance matrix
• Unnamed Item

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