Abstract
We consider matrix-valued multivariate observation model with three-level doubly-exchangeable covariance structure. We derive estimators of unknown parameters and their distributions under multivariate normality assumption. Test statistic for testing a mean value is proposed, and its exact distribution is derived. Several methods of computing p-values and critical values of the distribution are compared in real data example.
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Acknowledgements
Žežula’s and Klein’s research was supported by the Slovak Research and Development Agency under the Contract No. APVV-17-0568 and by grant VEGA MŠ SR 1/0311/18.
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Žežula, I., Klein, D., Roy, A. (2020). Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure. In: Holgersson, T., Singull, M. (eds) Recent Developments in Multivariate and Random Matrix Analysis. Springer, Cham. https://doi.org/10.1007/978-3-030-56773-6_19
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DOI: https://doi.org/10.1007/978-3-030-56773-6_19
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