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 language | English |
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Pages (from-to) | 50-60 |
Number of pages | 11 |
Journal | Journal of Multivariate Analysis |
Volume | 137 |
DOIs | |
Publication status | Published - May-2015 |
Keywords
- Blocked compound symmetric covariance structure
- Block T-2 statistic
- Paired doubly multivariate data
- Hotelling's T-2 statistic