Testing in multivariate normal models with block circular covariance structures
Yuli Liang, Dietrich von Rosen, Tatjana von Rosen · KTH Publication Database DiVA (KTH Royal Institute of Technology) · 2015
In this article, the results concerning hypothesis testing in multivariate normal models with block circular covariance structures are obtained. Hypotheses about a general block structure of the covariance matrix and specific covariance parameters have been of main interest. In addition, the tests about patterned mean vectors have been considered.The corresponding likelihood ratio statistics are derived and their null distributions are studied.