Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145398 | Journal of Multivariate Analysis | 2015 | 11 Pages |
Abstract
In this article we develop a test statistic for testing the equality of mean vectors for paired doubly multivariate observations with qq response variables and uu sites in blocked compound symmetric covariance matrix setting. We obtain a natural extension of the Hotelling’s T2T2 statistic, the Block T2T2 (BT2BT2) statistic, a convolution of two T2T2’s, which uses unbiased estimates of the component matrices of the orthogonally transformed blocked compound symmetric covariance matrix that is present in a data set. The new test statistic is implemented with two real data sets. We compare our findings with the conventional Hotelling’s T2T2 statistic.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Anuradha Roy, Ricardo Leiva, Ivan Žežula, Daniel Klein,