Testing in multivariate normal models with block circular covariance structures
2015 (English)Report (Other academic)
In this article, the results concerning hypothesis testing in multivariate normal models with block circular covariance structures are obtained. Hypotheses about a general block structure of the covariance matrix and specific covariance parameters have been of main interest. In addition, the tests about patterned mean vectors have been considered.The corresponding likelihood ratio statistics are derived and their null distributions are studied.
Place, publisher, year, edition, pages
Stockholm: Department of Statistics, Stockholm University , 2015.
Research Report / Department of Statistics, Stockholm University, ISSN 0280-7564 ; 2
Beta random variables, Canonical reduction, Covariance parameters, Likelihood ratio test, Restricted model
Probability Theory and Statistics
Research subject Statistics
IdentifiersURN: urn:nbn:se:su:diva-115320OAI: oai:DiVA.org:su-115320DiVA: diva2:797952