AU - Najarzadeh, Dariush TI - Simultaneous Test for Independence Among Subvectors of Several Moderately High Dimensional Multivariate Normal Distributions PT - JOURNAL ARTICLE TA - JSS JN - JSS VO - 13 VI - 1 IP - 1 4099 - http://jss.irstat.ir/article-1-578-en.html 4100 - http://jss.irstat.ir/article-1-578-en.pdf SO - JSS 1 AB  - ‎Testing the Hypothesis of independence of a p-variate vector subvectors‎, ‎as a pretest for many others related tests‎, ‎is always as a matter of interest‎. ‎When the sample size n is much larger than the dimension p‎, ‎the likelihood ratio test (LRT) with chisquare approximation‎, ‎has an acceptable performance‎. ‎However‎, ‎for moderately high-dimensional data by which n is not much larger than p‎, ‎the chisquare approximation for null distribution of the LRT statistic is no more usable‎. ‎As a general case‎, ‎here‎, ‎a simultaneous subvectors independence testing procedure in all k p-variate normal distributions is considered‎. ‎To test this hypothesis‎, ‎a normal approximation for the null distribution of the LRT statistic was proposed‎. ‎A simulation study was performed to show that the proposed normal approximation outperforms the chisquare approximation‎. ‎Finally‎, ‎the proposed testing procedure was applied on prostate cancer data‎. CP - IRAN IN - Department of Statistics‎, ‎University of Tabriz‎, ‎Tabriz‎, ‎Iran. LG - eng PB - JSS PG - 217 PT - Applied YR - 2019