Mean value test for three-level multivariate observations with doubly exchangeable covariance structure

Abstract

We consider matrix-valued multivariate observation model with three-level doubly-exchangeable covariance structure. We derive estimators of unknown parameters and their distributions under multivariate normality assumption. Test statistic for testing a mean value is proposed, and its exact distribution is derived. Several methods of computing p-values and critical values of the distribution are compared in real data example.