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Testing the hypothesis of a block compund symmetric covariance matrix for elliptically contoured distributions
Carlos A. Coelho
, Anuradha Roy
CMA - Centro de Matemática e Aplicações
DM - Departamento de Matemática
Research output
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Contribution to journal
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Article
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peer-review
14
Citations (Scopus)
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Dive into the research topics of 'Testing the hypothesis of a block compund symmetric covariance matrix for elliptically contoured distributions'. Together they form a unique fingerprint.
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Mathematics
Elliptically Contoured Distribution
100%
Exact Distribution
74%
Symmetric matrix
64%
Covariance matrix
60%
Testing
47%
Likelihood Ratio Test Statistic
44%
Compound Symmetry
26%
Block Diagonalization
25%
Decompose
21%
Small Sample Size
18%
Numerical Study
16%
Distribution Function
14%
Evaluate
13%
Simulation Study
11%
Moment
11%
Observation
11%
Performance
10%
Approximation
8%
Business & Economics
Covariance Matrix
74%
Testing
56%
Likelihood Ratio Test
32%
Decomposition
29%
Test Statistic
28%
Sample Size
18%
Population Distribution
18%
Closeness
15%
Distribution Function
14%
Symmetry
14%
Small Sample
13%
Simulation Study
12%
Matrix
11%
Approximation
11%
Performance
5%