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Title: Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure Authors:  Shinichi Tsukada - Meisei University (Japan) [presenting]
Abstract: The covariance matrix can have various specific structures in multivariate statistical analysis. One of these is the blocked compound symmetric (BCS) covariance structure. The BCS covariance structure for doubly multivariate observations is a multivariate generalization of the compound symmetric covariance structure for multivariate observations. The estimation and the hypothesis testing for the covariance matrix under the BCS covariance structure have been previously studied. Further analysis is to examine the correlation matrix. We investigate the asymptotic distribution of the correlation matrix and apply the result to the hypothesis testing.