Testing the independence of variables for specific covariance structures

Detalhes bibliográficos
Autor(a) principal: Marques, Filipe J.
Data de Publicação: 2023
Outros Autores: Diogo, Joana, Norouzirad, Mina, Bispo, Regina
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/154546
Resumo: Publisher Copyright: © 2023 John Wiley & Sons, Ltd.
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spelling Testing the independence of variables for specific covariance structuresA simulation studychi-square testshigh-dimensional settinglikelihood ratio testsMathematics(all)Engineering(all)Publisher Copyright: © 2023 John Wiley & Sons, Ltd.In this work, we show how it is possible to test the nullity of covariances, in a set of variables, using a simple univariate procedure. The methodology proposed enables us to perform the multivariate test of independence of several variables, under specific conditions for the covariance structure. The methodology proposed may be used in the high-dimensional setting and, given its simplicity, allows to overcome the difficulties in using the exact distribution of the statistic used in the likelihood ratio testing procedure. A simulation study is provided to assess the power and significance level, in different scenarios, of the testing procedure proposed when compared with different likelihood ratio tests and a methodology available in the literature.DM - Departamento de MatemáticaCMA - Centro de Matemática e AplicaçõesRUNMarques, Filipe J.Diogo, JoanaNorouzirad, MinaBispo, Regina2024-06-11T00:32:04Z2023-062023-06-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article14application/pdfhttp://hdl.handle.net/10362/154546eng0170-4214PURE: 61293727https://doi.org/10.1002/mma.9130info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-06-17T01:33:06Zoai:run.unl.pt:10362/154546Portal AgregadorONGhttps://www.rcaap.pt/oai/openairemluisa.alvim@gmail.comopendoar:71602024-06-17T01:33:06Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Testing the independence of variables for specific covariance structures
A simulation study
title Testing the independence of variables for specific covariance structures
spellingShingle Testing the independence of variables for specific covariance structures
Marques, Filipe J.
chi-square tests
high-dimensional setting
likelihood ratio tests
Mathematics(all)
Engineering(all)
title_short Testing the independence of variables for specific covariance structures
title_full Testing the independence of variables for specific covariance structures
title_fullStr Testing the independence of variables for specific covariance structures
title_full_unstemmed Testing the independence of variables for specific covariance structures
title_sort Testing the independence of variables for specific covariance structures
author Marques, Filipe J.
author_facet Marques, Filipe J.
Diogo, Joana
Norouzirad, Mina
Bispo, Regina
author_role author
author2 Diogo, Joana
Norouzirad, Mina
Bispo, Regina
author2_role author
author
author
dc.contributor.none.fl_str_mv DM - Departamento de Matemática
CMA - Centro de Matemática e Aplicações
RUN
dc.contributor.author.fl_str_mv Marques, Filipe J.
Diogo, Joana
Norouzirad, Mina
Bispo, Regina
dc.subject.por.fl_str_mv chi-square tests
high-dimensional setting
likelihood ratio tests
Mathematics(all)
Engineering(all)
topic chi-square tests
high-dimensional setting
likelihood ratio tests
Mathematics(all)
Engineering(all)
description Publisher Copyright: © 2023 John Wiley & Sons, Ltd.
publishDate 2023
dc.date.none.fl_str_mv 2023-06
2023-06-01T00:00:00Z
2024-06-11T00:32:04Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/154546
url http://hdl.handle.net/10362/154546
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 0170-4214
PURE: 61293727
https://doi.org/10.1002/mma.9130
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 14
application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv mluisa.alvim@gmail.com
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