Likelihood Ratio Test for the Hyper-Block Matrix Sphericity Covariance Structure
In this paper the authors introduce the hyper-block matrix sphericity test which is a generalization of both the block-matrix and the block-scalar sphericity tests and as such also of the common sphericity test. This test is a tool of crucial importance to verify elaborate assumptions on covariance...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2018-07-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/248 |