Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup

Anuradha Roy, Ricardo Leiva, Ivan Žežula and Daniel Klein

Journal of Multivariate Analysis, 2015, vol. 137, issue C, 50-60

Abstract: In this article we develop a test statistic for testing the equality of mean vectors for paired doubly multivariate observations with q response variables and u sites in blocked compound symmetric covariance matrix setting. We obtain a natural extension of the Hotelling’s T2 statistic, the Block T2 (BT2) statistic, a convolution of two T2’s, which uses unbiased estimates of the component matrices of the orthogonally transformed blocked compound symmetric covariance matrix that is present in a data set. The new test statistic is implemented with two real data sets. We compare our findings with the conventional Hotelling’s T2 statistic.

Keywords: Blocked compound symmetric covariance structure; Block T2 statistic; Paired doubly multivariate data; Hotelling’s T2 statistic (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (8)

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DOI: 10.1016/j.jmva.2015.01.022

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