Hypotheses testing for comparing means and variances of correlated responses in the symmetric non-normal case

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Author(s):	Galea, Manuel ; Vilca, Filidor Total Authors: 2
Document type:	Journal article
Source:	CHILEAN JOURNAL OF STATISTICS; v. 1, n. 2, p. 11-pg., 2010-09-01.
Abstract
In this paper, we consider hypothesis testing for the equality of means and variances of correlated responses with non-normal distributions. Specifically, we assume that the responses follow a symmetric multivariate distribution. Wald type statistics are considered which are asymptotically distributed according to a chi-square distribution. Statistics are based on the sample mean and the sample covariance matrix. Applications are made for comparing measurement methods and the performance of investment portfolios. (AU)