Testing of Multivariate Repeated Measures Data with Block Exchangeable Covariance Structure

Ivan Žežula*, Daniel Klein, Anuradha Roy

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapterAcademicpeer-review

Abstract

The article contains a review of hypothesis testing of mean vectors in normal populations for multivariate repeated measures data on q response variables at p sites or time points with the block exchangeable covariance matrix structure. Some simulation studies are performed to compare the power of the tests.
Original languageEnglish
Title of host publicationMultivariate, Multilinear and Mixed Linear Models
EditorsKatarzyna Filipiak, Augustyn Markiewicz, Dietrich von Rosen
Place of PublicationCham
PublisherSpringer
Chapter9
Pages233-252
ISBN (Electronic)978-3-030-75494-5
ISBN (Print)978-3-030-75493-8, 978-3-030-75496-9
DOIs
Publication statusPublished - 2-Oct-2021
Externally publishedYes

Publication series

NameContributions to Statistics
ISSN (Print)1431-1968

Fingerprint

Dive into the research topics of 'Testing of Multivariate Repeated Measures Data with Block Exchangeable Covariance Structure'. Together they form a unique fingerprint.

Cite this