Testing variance parameters in models with a Kronecker product covariance structure

Hao, Chengcheng; Liang, Yuli; Mathew, Thomas

doi:10.1016/j.spl.2016.06.027

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Minimum Sufficient Statistics1

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2024

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Cited by 5 publications

(1 citation statement)

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“…Therefore we only consider the restricted log-likelihood function of η, say ℓ c (η). With the CS structured Ψ * k and Σ k in model ( 1), the minimum sufficient statistics and the corresponding distributions are given in the following theorem by Hao et al (2016).…”

Section: Minimum Sufficient Statisticsmentioning

confidence: 99%

Two-sample intraclass correlation coefficient tests for matrix-valued data

Liang,

Hao,

Dai

2024

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Under a model having a Kronecker product covariance structure with compound symmetry or circular symmetry, two-sample hypothesis testing for the equality of two correlation parameters is considered. Different tests are proposed by using the ratio of independent F distributions. Several tests are compared with the proposed ones and practical recommendations are made based on their type I error probabilities and powers. Finally, all mentioned tests are applied to a real data example.

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Section: Minimum Sufficient Statisticsmentioning

confidence: 99%