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Testing variance parameters in models with a Kronecker product covariance structure
Department of Statistics, Shanghai University of International Business and Economics, Shanghai, China.
Statistics Sweden, Stockholm, Sweden.
Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore MD, United States.
2016 (English)In: Statistics and Probability Letters, ISSN 0167-7152, E-ISSN 1879-2103, Vol. 118, p. 182-189Article in journal (Refereed) Published
Abstract [en]

Under a model having a Kronecker product covariance structure with compound symmetry, hypothesis testing for a correlation is investigated. Several tests are suggested and practical recommendations are made based on their type I error probabilities and powers.

Place, publisher, year, edition, pages
Elsevier, 2016. Vol. 118, p. 182-189
Keywords [en]
Fisher's exact test, Higher order asymptotics
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-70265DOI: 10.1016/j.spl.2016.06.027ISI: 000381839500027Scopus ID: 2-s2.0-84979279812OAI: oai:DiVA.org:oru-70265DiVA, id: diva2:1264767
Funder
The Royal Swedish Academy of Sciences, FOA12Magn-111
Note

Funding Agencies:

Shanghai Pujiang Program  16PJ1403600 

Program of Youth Eastern Scholar  QD2016042 

Kock-Lindberg and Lamberg, Tor & Agnes donation scholarship of Stockholm University  SU 571-1527-12 

Available from: 2018-11-21 Created: 2018-11-21 Last updated: 2018-11-22Bibliographically approved

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Liang, Yuli

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