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Hypothesis Testing in Multivariate Normal Models with Block Circular Covariance Structures
Örebro University, Örebro University School of Business. Department of Statistics.ORCID iD: 0000-0001-6581-7570
Mathematics Department, NOVA University of Lisbon, Lisbon, Portugal.
Department of Statistics, Stockholm University, Stockholm, Sweden.
2022 (English)In: Biometrical Journal, ISSN 0323-3847, E-ISSN 1521-4036, Vol. 64, p. 557-576Article in journal (Refereed) Published
Abstract [en]

In this article, we address the problem of simultaneous testing hypothesis about mean and covariance matrix for repeated measures data when both the mean vector and covariance matrix are patterned. In particular, tests about the mean vector under block circular and doubly exchangeable covariance structures have been considered. The null distributions are established for the corresponding likelihood ratio test statistics and expressions for the exact or near-exact probability density and cumulative distribution functions are obtained. The application of the results is illustrated by both a simulation study and a real-life data example.

Place, publisher, year, edition, pages
Wiley-VCH Verlagsgesellschaft, 2022. Vol. 64, p. 557-576
Keywords [en]
Beta random variables, Canonical reduction, Exchangeability, Likelihood ratio test, Near-exact distributions, Toeplitz matrix
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-94840DOI: 10.1002/bimj.202100023ISI: 000724117900001PubMedID: 35285064Scopus ID: 2-s2.0-85120303670OAI: oai:DiVA.org:oru-94840DiVA, id: diva2:1609004
Funder
Swedish Research Council, 2017-03003
Note

Funding agencies:

Örebro University

Portuguese Foundation for Science and Technology European Commission UIDB/00297/2020

Available from: 2021-11-05 Created: 2021-11-05 Last updated: 2023-12-08Bibliographically approved

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Liang, Yuli

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