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Testing in multivariate normal models with block circular covariance structures
Department of Statistics, Stockholm University, Stockholm, Sweden.
Department of Energy and Technology, Swedish University of Agricultural Sciences, Uppsala, Sweden; Department of Mathematics, Linköping University, Campus Valla, Linköping, Sweden.
Department of Statistics, Stockholm University, Stockholm, Sweden.
2015 (English)Report (Other academic)
Abstract [en]

In this article, the results concerning hypothesis testing in multivariate normal models with block circular covariance structures are obtained. Hypotheses about a general block structure of the covariance matrix and specific covariance parameters have been of main interest. In addition, the tests about patterned mean vectors have been considered.The corresponding likelihood ratio statistics are derived and their null distributions are studied.

Place, publisher, year, edition, pages
Stockholm: Department of Statistics, Stockholm University , 2015. , p. 37
Series
Research Report. Department of Statistics ; 2015:2
Keywords [en]
Beta random variables, Canonical reduction, Covariance parameters, Likelihood ratio test, Restricted model
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:oru:diva-70286OAI: oai:DiVA.org:oru-70286DiVA, id: diva2:1265072
Available from: 2018-11-22 Created: 2018-11-22 Last updated: 2018-11-22Bibliographically approved

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Testing in multivariate normal models with block circular covariance structures

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Liang, Yuli

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
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  • de-DE
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Output format
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