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 voor dit werk

    OnderzoeksoutputAcademicpeer review

    22 Citaten (Scopus)

    Samenvatting

    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.

    Originele taal-2English
    Pagina's (van-tot)50-60
    Aantal pagina's11
    TijdschriftJournal of Multivariate Analysis
    Volume137
    DOI's
    StatusPublished - mei-2015

    Vingerafdruk

    Duik in de onderzoeksthema's van 'Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup'. Samen vormen ze een unieke vingerafdruk.

    Citeer dit