The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances

DOI10.1016/0047-259X(89)90088-2zbMath0672.62025MaRDI QIDQ1120209

T. W. Anderson

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

limiting distribution; likelihood ratio criterion; balanced multivariate components of variance

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62J10: Analysis of variance and covariance (ANOVA)

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NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE, One-sided test of a covariance matrix with a known null value, Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data, Testing dimensionality in the multivariate analysis of variance, Maximum likelihood estimation of covariance matrices under simple tree ordering

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