Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure

Ivan Žežula (), Daniel Klein () and Anuradha Roy ()
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Ivan Žežula: P. J. Šafárik University, Institute of Mathematics, Faculty of Science
Daniel Klein: P. J. Šafárik University, Institute of Mathematics, Faculty of Science
Anuradha Roy: The University of Texas at San Antonio, Department of Management Science and Statistics

Chapter Chapter 19 in Recent Developments in Multivariate and Random Matrix Analysis, 2020, pp 335-349 from Springer

Abstract: Abstract We consider matrix-valued multivariate observation model with three-level doubly-exchangeable covariance structure. We derive estimators of unknown parameters and their distributions under multivariate normality assumption. Test statistic for testing a mean value is proposed, and its exact distribution is derived. Several methods of computing p-values and critical values of the distribution are compared in real data example.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-56773-6_19

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DOI: 10.1007/978-3-030-56773-6_19

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