AI Article Synopsis

  • This article explores simultaneous hypothesis testing for mean and covariance matrix in repeated measures data, focusing on scenarios where both are patterned.
  • It specifically examines tests for the mean vector using block circular and doubly exchangeable covariance structures.
  • The authors establish null distributions for likelihood ratio test statistics and provide both probability density and cumulative distribution functions, supported by simulations and a real-world example.

Article Abstract

In this article, we address the problem of simultaneous testing hypothesis about mean and covariance matrix for repeated measures data when both the mean vector and covariance matrix are patterned. In particular, tests about the mean vector under block circular and doubly exchangeable covariance structures have been considered. The null distributions are established for the corresponding likelihood ratio test statistics, and expressions for the exact or near-exact probability density and cumulative distribution functions are obtained. The application of the results is illustrated by both a simulation study and a real-life data example.

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http://dx.doi.org/10.1002/bimj.202100023DOI Listing

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