Likelihood ratio tests of correlated multivariate samples

DOI10.1016/J.JMVA.2009.10.011MaRDI QIDQ847411zbMATH OpenOpenAlexFDO

Authors Johan Lim, Erning Li, Shin-Jae Lee

Publication date 12 February 2010

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

Full work available at URL https://doi.org/10.1016/j.jmva.2009.10.011

zbMATH Keywords

resamplingmultivariate analysisequality of mean vectorshomogeneity of covariance matricescorrelated samplesempirical rejection probability

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

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• A Hotelling's T^ 2-type statistic for testing against one-sided hypotheses
• A class of invariant consistent tests for multivariate normality
• A multivariate correction for attenuation
• Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
• Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
• Concomitants of Multivariate Order Statistics With Application to Judgment Poststratification
• Exploration, normalization, and summaries of high density oligonucleotide array probe level data
• Measures of multivariate skewness and kurtosis with applications
• On bartlett and bartlett-type corrections francisco cribari-neto
• Properties of sufficiency and statistical tests
• Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations

Cited in

(16)

• scientific article; zbMATH DE number 3868437 (Why is no real title available?)
• Permutation based testing on covariance separability
• A likelihood ratio test for correlated paired multivariate samples
• The comparison of sample covariance matrices using likelihood ratio tests
• Multiple comparison for checking correlations among several normal random variables
• A Cramér-Wold theorem for elliptical distributions
• Hypotheses testing for comparing means and variances of correlated responses in the symmetric non-normal case
• Multivariate meta-analysis on correlation coefficients
• Detecting positive correlations in a multivariate sample
• The generalized likelihood ratio test for the pearson correlation^∗
• Testing equality of several correlation matrices
• Exact Tests for the Comparison of Correlated Response Models with an Unknown Dispersion Matrix
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
• A test of location for exchangeable multivariate normal data with unknown correlation
• A numerical likelihood-based approach to combining correlation matrices
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data

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