[图书][B] Finite form representations for Meijer G and fox H functions

CA Coelho, BC Arnold - 2019 - Springer
Meijer G and Fox H functions are extraordinary tools to represent distributions of random
variables and statistics, in particular when these statistics have the same distribution as that …

Testing of multivariate repeated measures data with block exchangeable covariance structure

I Žežula, D Klein, A Roy - Test, 2018 - Springer
A new hypothesis testing of equality of mean vectors in two populations using D^ 2 D 2
statistic for multivariate repeated measures data on q response variables at p sites or time …

Testing a block exchangeable covariance matrix

A Roy, K Filipiak, D Klein - Statistics, 2018 - Taylor & Francis
Testing hypotheses about the structure of a covariance matrix for doubly multivariate data is
often considered in the literature. In this paper the Rao's score test (RST) is derived to test …

Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences

CA Coelho, M Norouzirad… - Mathematical Methods in …, 2025 - Wiley Online Library
This paper addresses the challenge of testing the hypothesis of what the authors call a
nested block circular‐compound symmetric (NBCCS) covariance structure for the population …

Likelihood Ratio Tests for Elaborate Covariance Structures and for MANOVA Models with Elaborate Covariance Structures—A Review

CA Coelho - Journal of the Indian Institute of Science, 2022 - Springer
In this paper a review is made from the primordia of the history of likelihood ratio tests for
covariance structures and equality of mean vectors through the development of likelihood …

Hypothesis testing for independence under blocked compound symmetric covariance structure

S Tsukada - Communications in Mathematics and Statistics, 2018 - Springer
One type of covariance structure is known as blocked compound symmetry. Recently, Roy et
al.(J Multivar Anal 144: 81–90, 2016) showed that, assuming this covariance structure …

Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure

G Sun, J Xie - Statistics, 2020 - Taylor & Francis
The paper considers a high-dimensional likelihood ratio (LR) test on the block compound
symmetric (BCS) covariance structure of a multivariate Gaussian population. When the …

Estimation and testing hypotheses in two-level and three-level multivariate data with block compound symmetric covariance structure

A Kozioł, A Roy, R Zmyślony, I Žežula… - … , multilinear and mixed …, 2021 - Springer
This article deals with the estimation and hypotheses testing problems for two-level and
three-level multivariate data. The coordinate-free approach is used to prove that the …

Linear models for multivariate repeated measures data with block exchangeable covariance structure

T Opheim, A Roy - Computational Statistics, 2021 - Springer
The popularity of the classical general linear model (CGLM) is attributable mostly to its ease
of fitting and validating; however, the CGLM is inappropriate for correlated observations. In …

The likelihood ratio test for equality of mean vectors with compound symmetric covariance matrices

CA Coelho - Computational Science and Its Applications–ICCSA …, 2017 - Springer
The author derives the likelihood ratio test statistic for the equality of mean vectors when the
covariance matrices are assumed to have a compound symmetric structure. Its exact …