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

Anuradha Roy*, Ricardo Leiva, Ivan Zezula, Daniel Klein

*Corresponding author for this work

    Research output: Contribution to journalArticleAcademicpeer-review

    21 Citations (Scopus)

    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 T-2 statistic, the Block T-2 (BT2) statistic, a convolution of two T-2'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 T-2 statistic. (C) 2015 Elsevier Inc. All rights reserved.

    Original languageEnglish
    Pages (from-to)50-60
    Number of pages11
    JournalJournal of Multivariate Analysis
    Volume137
    DOIs
    Publication statusPublished - May-2015

    Keywords

    • Blocked compound symmetric covariance structure
    • Block T-2 statistic
    • Paired doubly multivariate data
    • Hotelling's T-2 statistic

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