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Nevin Manimala Statistics

Hypothesis testing in multivariate normal models with block circular covariance structures

Biom J. 2022 Mar;64(3):557-576. doi: 10.1002/bimj.202100023. Epub 2021 Dec 1.

ABSTRACT

In this article, we address the problem of simultaneous testing hypothesis about mean and covariance matrix for repeated measures data when both the mean vector and covariance matrix are patterned. In particular, tests about the mean vector under block circular and doubly exchangeable covariance structures have been considered. The null distributions are established for the corresponding likelihood ratio test statistics, and expressions for the exact or near-exact probability density and cumulative distribution functions are obtained. The application of the results is illustrated by both a simulation study and a real-life data example.

PMID:35285064 | DOI:10.1002/bimj.202100023

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