•  
  •  
 

Keywords

Quadratic subspace, Testing hypotheses, Structure of covariance matrices, Positive and negative part of estimator, Block compound symmetric covariance structure, Double multivariate data

Abstract

In this paper there is given a new approach for testing hypotheses on the structure of covariance matrices in double multivariate data. It is proved that ratio of positive and negative parts of best unbiased estimators (BUE) provide an F-test for independence of blocks variables in double multivariate models.

abs_vol33_pp53-62.pdf (91 kB)
Abstract

Share

COinS
 

To view the content in your browser, please download Adobe Reader or, alternately,
you may Download the file to your hard drive.

NOTE: The latest versions of Adobe Reader do not support viewing PDF files within Firefox on Mac OS and if you are using a modern (Intel) Mac, there is no official plugin for viewing PDF files within the browser window.