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Statistics
A Journal of Theoretical and Applied Statistics
Volume 52, 2018 - Issue 2
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Original Articles

Testing a block exchangeable covariance matrix

A. RoyDepartment of Management Science and Statistics, The University of Texas at San Antonio, TX, USAView further author information
,
K. FilipiakInstitute of Mathematics, Poznań University of Technology, Poznan, PolandCorrespondence[email protected]
View further author information
&
D. KleinInstitute of Mathematics, P. J. Šafárik University, Košice, SlovakiaView further author information
Pages 393-408 | Received 28 Nov 2016, Accepted 13 Nov 2017, Published online: 13 Dec 2017

Citations (14)

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Read on this site (2)

Timothy Opheim & Anuradha Roy. (2022) Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates. Journal of Applied Statistics 49:14, pages 3659-3676.
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Gaoming Sun & Junshan Xie. (2020) Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure. Statistics 54:1, pages 114-134.
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Articles from other publishers (12)

Katarzyna Filipiak, Daniel Klein & Monika Mokrzycka. (2024) Discrepancy between structured matrices in the power analysis of a separability test. Computational Statistics & Data Analysis 192, pages 107907.
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Katarzyna Filipiak, Mateusz John & Yuli Liang. (2024) Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model. TEST.
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Katarzyna Filipiak, Mateusz John & Daniel Klein. (2022) Testing independence under a block compound symmetry covariance structure. Statistical Papers 64:2, pages 677-704.
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Daniel Klein, Jolanta Pielaszkiewicz & Katarzyna Filipiak. (2022) Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings. Journal of Multivariate Analysis 192, pages 105049.
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Shin-ichi Tsukada. (2021) Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure. Random Matrices: Theory and Applications 11:02.
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Yuli Liang, Carlos A. Coelho & Tatjana von Rosen. (2021) Hypothesis testing in multivariate normal models with block circular covariance structures. Biometrical Journal 64:3, pages 557-576.
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Yuli Liang, Dietrich von Rosen & Tatjana von Rosen. (2020) On properties of Toeplitz-type covariance matrices in models with nested random effects. Statistical Papers 62:6, pages 2509-2528.
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Timothy Opheim & Anuradha Roy. (2021) Linear models for multivariate repeated measures data with block exchangeable covariance structure. Computational Statistics 36:3, pages 1931-1963.
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Timothy Opheim & Anuradha Roy. (2021) Score Tests for Intercept and Slope Parameters of Doubly Multivariate Linear Models with Skew-Normal Errors. Journal of Statistical Theory and Practice 15:2.
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Arkadiusz Kozioł, Anuradha Roy, Roman Zmyślony, Ivan Žežula & Miguel Fonseca. 2021. Multivariate, Multilinear and Mixed Linear Models. Multivariate, Multilinear and Mixed Linear Models 203 232 .
Katarzyna Filipiak & Daniel Klein. 2021. Multivariate, Multilinear and Mixed Linear Models. Multivariate, Multilinear and Mixed Linear Models 131 155 .
Katarzyna Filipiak, Mateusz John & Augustyn Markiewicz. 2020. Recent Developments in Multivariate and Random Matrix Analysis. Recent Developments in Multivariate and Random Matrix Analysis 51 66 .

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