Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
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Publication:5610818
DOI10.1214/aoms/1177697285zbMath0208.44901OpenAlexW1989467804MaRDI QIDQ5610818
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697285
Related Items (21)
Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case ⋮ The likelihood ratio criterion and the asymptotic expansion of its distribution ⋮ Stepwise test procedures and approximate chi-square analysis ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices ⋮ Asymptotic nonnull distributions of certain test criteria for a covariance matrix ⋮ Invariant Polynomials and Related Tests ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Power Function Studies ⋮ Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis ⋮ Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity ⋮ Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives ⋮ A class of tests for a general covariance structure ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis ⋮ Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses ⋮ Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison ⋮ Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
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