Distribution-free tests of mean vectors and covariance matrices for multivariate paired data

DOI10.1007/s00184-011-0355-7zbMath1410.62063OpenAlexW2020985542MaRDI QIDQ715492

Erning Li, Johan Lim, Kyunga Kim, Shin-Jae Lee

Publication date: 29 October 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0355-7

zbMATH Keywords

permutationequality of mean vectorshomogeneity of covariance matricesmultivariate paired data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Paired and multiple comparisons; multiple testing (62J15)

Related Items (4)

Simultaneous multivariate tests under the normality assumption ⋮ High-dimensional general linear hypothesis testing under heteroscedasticity ⋮ Permutation based testing on covariance separability ⋮ Linear hypothesis testing in high-dimensional one-way MANOVA

Uses Software

• glasso
• GSA

Cites Work

• Unnamed Item
• Sparse inverse covariance estimation with the graphical lasso
• Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
• Likelihood ratio tests of correlated multivariate samples
• Random-set methods identify distinct aspects of the enrichment signal in gene-set analysis
• On testing the significance of sets of genes
• Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
• A robustness property of Hotelling's \(T^ 2-\)test
• Randomization Tests for a Multivariate Two-Sample Problem
• One-Sample Likelihood Ratio Tests for Mixed Data
• Model selection and estimation in the Gaussian graphical model
• On the robustness of hotelling's T²-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
• Cumulative chi-squared statistic as a tool for testing goodness of fit
• Comparative Robustness of Six Tests in Multivariate Analysis of Variance
• Assessing Evidence in Multiple Hypotheses
• The Generalization of Student's Ratio
• New test for the multivariate two-sample problem based on the concept of minimum energy

This page was built for publication: Distribution-free tests of mean vectors and covariance matrices for multivariate paired data