Testing Hypotheses Of Covariance Structure In Multivariate Data

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Miguel Fonseca
Arkadiusz Koziol
Roman Zmyslony

Abstract

In this paper there is given a new approach for testing hypotheses on the structure of covariance matrices in double multivariate data. It is proved that ratio of positive and negative parts of best unbiased estimators (BUE) provide an F-test for independence of blocks variables in double multivariate models.

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