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Hypothesis testing in multivariate normal models with block circular covariance structures
Örebro University, Sweden.ORCID iD: 0000-0001-6581-7570
NOVA University of Lisbon, Portugal.
Stockholm University, Sweden.ORCID iD: 0000-0002-8610-0365
2022 (English)In: Biometrical Journal, ISSN 0323-3847, E-ISSN 1521-4036, Vol. 64, no 3, 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
John Wiley & Sons, 2022. Vol. 64, no 3, p. 557-576
Keywords [en]
beta random variables, canonical reduction, exchangeability, likelihood ratio test, near-exact distributions, Toeplitz matrix
National Category
Biological Sciences Mathematics
Research subject
Statistics/Econometrics
Identifiers
URN: urn:nbn:se:lnu:diva-110523DOI: 10.1002/bimj.202100023ISI: 000724117900001Scopus ID: 2-s2.0-85120303670OAI: oai:DiVA.org:lnu-110523DiVA, id: diva2:1639144
Available from: 2022-02-18 Created: 2022-02-18 Last updated: 2022-03-15Bibliographically approved

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Liang, Yulivon Rosen, Tatjana

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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  • vancouver
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  • de-DE
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Output format
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