Exact Inference for the Dispersion Matrix

Adv Stat. 2014:2014:432805. doi: 10.1155/2014/432805. Epub 2014 Sep 14.

Abstract

We develop a new and novel exact permutation test for prespecified correlation structures such as compound symmetry or spherical structures under standard assumptions. The key feature of the work contained in this note is the distribution free aspect of our procedures that frees us from the standard and sometimes unrealistic multivariate normality constraint commonly needed for other methods.