The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
From MaRDI portal
Publication:1120209
DOI10.1016/0047-259X(89)90088-2zbMath0672.62025MaRDI QIDQ1120209
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
62H10: Multivariate distribution of statistics
62E20: Asymptotic distribution theory in statistics
62H15: Hypothesis testing in multivariate analysis
62J10: Analysis of variance and covariance (ANOVA)
Related Items
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
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating linear statistical relationships
- A multivariate one-way classification model with random effects
- Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
- Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
- On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct
- Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
- Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
- Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
- Properties of sufficiency and statistical tests
- The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics