Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure

This article deals with testing simultaneous hypotheses about the mean structure and the covariance structure in models with blocked compound symmetric (BCS) covariance structure. Considered models are used for double multivariate data, which means that m -variate vector of observation is measured r...

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Veröffentlicht in:	Statistical papers (Berlin, Germany) Jg. 62; H. 5; S. 2109 - 2118
Hauptverfasser:	Zmyślony, Roman, Kozioł, Arkadiusz
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2021 Springer Nature B.V
Schlagworte:	Covariance matrix Economic Theory/Quantitative Economics/Mathematical Methods Economics Finance Hypotheses Insurance Management Mathematical analysis Mathematics and Statistics Mean Multivariate analysis Normality Operations Research/Decision Theory Probability Theory and Stochastic Processes Research Article Statistical tests Statistics Statistics for Business Structure of mean vector Structure of covariance matrices Positive and negative part of estimator Best unbiased estimator Block compound symmetric covariance structure Double multivariate data Testing hypotheses
ISSN:	0932-5026, 1613-9798
Online-Zugang:	Volltext
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