TY - JOUR
T1 - Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
AU - Roy, Anuradha
AU - Leiva, Ricardo
AU - Zezula, Ivan
AU - Klein, Daniel
PY - 2015/5
Y1 - 2015/5
N2 - 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.
AB - 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.
KW - Blocked compound symmetric covariance structure
KW - Block T-2 statistic
KW - Paired doubly multivariate data
KW - Hotelling's T-2 statistic
U2 - 10.1016/j.jmva.2015.01.022
DO - 10.1016/j.jmva.2015.01.022
M3 - Article
SN - 0047-259X
VL - 137
SP - 50
EP - 60
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
ER -