Proportionaliy of covariance matrices

DOI10.1214/aos/1176350372zbMath0628.62060OpenAlexW2069910102MaRDI QIDQ1093288

Poul Svante Eriksen

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350372

zbMATH Keywords

iterative procedureasymptotic expansionlikelihood ratio testWishart distributionmaximum likelihood estimatorsunique solutionmaximal invariantlikelihood equationBartlett adjustmentchi-squared approximationsexact ancillaryexponential transformation modelhypothesis of proportionality

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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