Testing multisample compound symmetry
ABSTRACT: This paper is concerned with testing multisample compound symmetry of k multivariate Gaussian models. The likelihood ratio test statistic and its null moments for testing multisample compound symmetry have been derived. The asymptotic null distribution of the test statistic has been obtain...
- Autores:
-
Nagar, Daya Krishna
Castañeda López, María Eugenia
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2003
- Institución:
- Universidad de Antioquia
- Repositorio:
- Repositorio UdeA
- Idioma:
- eng
- OAI Identifier:
- oai:bibliotecadigital.udea.edu.co:10495/30861
- Acceso en línea:
- https://hdl.handle.net/10495/30861
- Palabra clave:
- Análisis Multivariante
Multivariate analysis
Matrices (matemáticas)
Matrices
Estadística matemática
Mathematical statistics
- Rights
- openAccess
- License
- https://creativecommons.org/licenses/by-nc-nd/4.0/
| Summary: | ABSTRACT: This paper is concerned with testing multisample compound symmetry of k multivariate Gaussian models. The likelihood ratio test statistic and its null moments for testing multisample compound symmetry have been derived. The asymptotic null distribution of the test statistic has been obtained using Box's method. This test can be viewed as an extension of Wilks' test for testing intraclass correlation structure of a covariance matrix. |
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