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Testing variance parameters in models with a Kronecker product covariance structure
Shanghai University of International Business and Economics, China, Shanghai, China.
Statistics Sweden, Sweden.ORCID iD: 0000-0001-6581-7570
University of Maryland, USA.
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
Research subject
Statistics/Econometrics
Identifiers
URN: urn:nbn:se:lnu:diva-110517DOI: 10.1016/j.spl.2016.06.027ISI: 000381839500027Scopus ID: 2-s2.0-84979279812OAI: oai:DiVA.org:lnu-110517DiVA, id: diva2:1639147
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: 2022-02-18 Created: 2022-02-18 Last updated: 2022-03-15Bibliographically approved

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Liang, Yuli

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