Testing independence under a block compound symmetry covariance structure
Author:
Funder
Agentúra na Podporu Výskumu a Vývoja
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00362-022-01335-7.pdf
Reference40 articles.
1. Anderson TW (2003) An introduction to multivariate statistical analysis. Wiley, Hoboken
2. Arnold SF (1973) Application of the theory of products of problems to certain patterned covariance matrices. Ann Stat 1(4):682–699
3. Arnold SF (1979) Linear models with exchangeably distributed errors. J Am Stat Assoc 74:194–199
4. Chiani M (2016) Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance. J Multivar Anal 143:467–471
5. Fackler PL (2005) Notes on matrix calculus. https://media.gradebuddy.com/documents/1897145/1ad5e235-824d-4bbf-81d6-ffd2040e37ec.pdf
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1. Hypothesis Testing for Independence given a Blocked Compound Symmetric Covariance Structure in a High-Dimensional Setting;Journal of Statistical Theory and Practice;2023-04-03
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