A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals

DOI10.1016/S0378-3758(99)00024-5zbMath0939.62051OpenAlexW2019124683MaRDI QIDQ1125546

Guoyong Jiang, Francis C. Hsuan, Sanat Kumar Sarkar

Publication date: 3 July 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00024-5

zbMATH Keywords

maximum likelihood estimationbioequivalencecorrection factoriterative computationsbioavailabilitymethod of scoringlinearly patterned covariance matrices

Mathematics Subject Classification ID

Related Items (4)

The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry ⋮ Covariance estimation: the GLM and regularization perspectives ⋮ An Alternative Method for Estimating the Variance Components in a Replicated Crossover Study ⋮ Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data

Uses Software

• IMSL Numerical Libraries
• SAS
• SAS/STAT

Cites Work

• Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
• On the convergence properties of the EM algorithm
• Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
• Asymptotically efficient estimation of covariance matrices with linear structure
• Confidence Bounds on Vector Analogues of the "Ratio of Means" and the "Ratio of Variances" for Two Correlated Normal Variates and Some Associated Tests
• Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables
• Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
• Some Asymptotic Tests for the Equality of the Covariance Matrices of Two Dependent Bivariate Normals
• Properties of sufficiency and statistical tests
• A NOTE ON NORMAL CORRELATION
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances
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