An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means

DOI10.1016/0167-7152(87)90063-0zbMATH Open0604.62049OpenAlexW2026538040MaRDI QIDQ1083154FDOQ1083154

Authors: Björn Holmquist 

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90063-0

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zbMATH Keywords

multivariate normal populationsasymptotic chi squareBartlett's modified LRThypothesis of equality of the covariance matricespartially known meansunbiased likelihood ratio testunknown covariance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Properties of sufficiency and statistical tests
• Title not available (Why is that?)
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
• Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
• Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
• On the Power of the $L_1$ Test for Equality of Several Variances
• A Test of Variances

Cited In (7)

• Title not available (Why is that?)
• Distances between normal populations when covariance matrices are unequal
• A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices
• Statistical tests for structural relationship
• Magnitudinal effects in the normal multivariate model
• Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables
• A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix

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