A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals (Q1125546): Difference between revisions

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English	A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals	scientific article

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scholarly article

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title

A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals (English)

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Journal of Statistical Planning and Inference

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publication date

3 July 2000

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zbMATH Keywords

bioavailability

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bioequivalence

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correction factor

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iterative computations

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linearly patterned covariance matrices

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maximum likelihood estimation

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method of scoring

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describes a project that uses

IMSL Numerical Libraries

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SAS

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SAS/STAT

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MaRDI profile type

MaRDI publication profile

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cites work

Q5681430

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Asymptotically efficient estimation of covariance matrices with linear structure

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Q3796553

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Properties of sufficiency and statistical tests

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A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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Q3835818

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Q4139463

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Q5769991

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Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation

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Some Asymptotic Tests for the Equality of the Covariance Matrices of Two Dependent Bivariate Normals

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Q4082861

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Q5775920

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A NOTE ON NORMAL CORRELATION

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Confidence Bounds on Vector Analogues of the "Ratio of Means" and the "Ratio of Variances" for Two Correlated Normal Variates and Some Associated Tests

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Q4863756

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Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables

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Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances

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Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem

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Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances

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On the convergence properties of the EM algorithm

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full work available at URL

https://doi.org/10.1016/s0378-3758(99)00024-5

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Identifiers

zbMATH Open document ID

0939.62051

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DOI

10.1016/S0378-3758(99)00024-5

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1125546

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-Sanat Kumar Sarkar
@@ Property / author: Sanat Kumar Sarkar / rank @@
-Normal rank
@@ Property / author @@
+Sanat Kumar Sarkar
@@ Property / author: Sanat Kumar Sarkar / rank @@
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@@ Property / describes a project that uses @@
+IMSL Numerical Libraries
@@ Property / describes a project that uses: IMSL Numerical Libraries / rank @@
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+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+Q5681430
@@ Property / cites work: Q5681430 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient estimation of covariance matrices with linear structure
+Normal rank
@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of sufficiency and statistical tests
@@ Property / cites work: Properties of sufficiency and statistical tests / rank @@
+Normal rank
@@ Property / cites work @@
+A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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@@ Property / cites work @@
+Q3835818
@@ Property / cites work: Q3835818 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5769991
@@ Property / cites work: Q5769991 / rank @@
+Normal rank
@@ Property / cites work @@
+Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
+Normal rank
@@ Property / cites work @@
+Some Asymptotic Tests for the Equality of the Covariance Matrices of Two Dependent Bivariate Normals
+Normal rank
@@ Property / cites work @@
+Q4082861
@@ Property / cites work: Q4082861 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5775920
@@ Property / cites work: Q5775920 / rank @@
+Normal rank
@@ Property / cites work @@
+A NOTE ON NORMAL CORRELATION
@@ Property / cites work: A NOTE ON NORMAL CORRELATION / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence Bounds on Vector Analogues of the "Ratio of Means" and the "Ratio of Variances" for Two Correlated Normal Variates and Some Associated Tests
+Normal rank
@@ Property / cites work @@
+Q4863756
@@ Property / cites work: Q4863756 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables
+Normal rank
@@ Property / cites work @@
+Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
+Normal rank
@@ Property / cites work @@
+Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances
+Normal rank
@@ Property / cites work @@
+On the convergence properties of the EM algorithm
@@ Property / cites work: On the convergence properties of the EM algorithm / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(99)00024-5
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+W2019124683
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