Testing for Double Complete Symmetry

Carlos A. Coelho () and Martin Singull ()
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Carlos A. Coelho: Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, Mathematics Department (DM) and Centro de Matemática e Aplicações (CMA)
Martin Singull: Linköping University, Department of Mathematics

Chapter Chapter 2 in Recent Developments in Multivariate and Random Matrix Analysis, 2020, pp 17-39 from Springer

Abstract: Abstract In this paper the authors take an approach over the likelihood ratio test for double complete symmetry, which enables a particularly simple implementation of the test as well as a particularly adequate way towards obtaining very sharp approximations for the exact distribution of the test statistic. Numerical studies show the very good performance of the near-exact distributions derived, namely their very good performance for very small sample sizes and their asymptotic behavior for increasing numbers of variables involved.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-56773-6_2

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DOI: 10.1007/978-3-030-56773-6_2

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