Hypothesis Testing for Independence Under Blocked Compound Symmetric Covariance Structure

作     者：Shin-ichi Tsukada 

作者机构：School of EducationMeisei University2-1-1 Hodokubo HinoTokyo 191-8506Japan 

出 版 物：《Communications in Mathematics and Statistics》 (数学与统计通讯（英文）)

年 卷 期：2018年第6卷第2期

页      面：163-184页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Hypothesis testing Asymptotic distribution Independence Blocked compound symmetric covariance structure 

摘      要：One type of covariance structure is known as blocked compound ***,Roy et al.(J Multivar Anal 144:81–90,2016)showed that,assuming this covariance structure,unbiased estimators are optimal under normality and described hypothesis testing for independence as an open *** this paper,we derive the distributions of unbiased estimators and consider hypothesis testing for *** test statistics such as the likelihood ratio criterion,Waldstatistic,Rao’s score statistic,and gradient statistic are derived,and we evaluate the accuracy of the test using these statistics through numerical *** power of the Wald test is the largest when the dimension is high,and the power of the likelihood ratio test is the largest when the dimension is low.