Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations

majorization Schur-convex function equality of covariance matrices Bartlett modified LRT equality of normal populations monotonicity of power unbiasedness of likelihood ratio tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (33)

Two-sample tests for high-dimensional covariance matrices using both difference and ratio
Some optima of parameter tests for an elliptically contoured distribution class
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Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
Comparison op some two sample tests for equality of variances
The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
Likelihood ratio tests of correlated multivariate samples
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Invariant Polynomials and Related Tests
Two testing problems relating the real and complex multivariate normal distributions
Optimal tests for homogeneity of covariance, scale, and shape
Robust tests of the equality of two high-dimensional covariance matrices
Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
Two step-down tests for equality of covariance matrices
On the distribution of the likelihood ratio test of equality of normal populations
A statistical method for the serial comparison of vector cardiograms
Optimal rank-based tests for homogeneity of scatter
Constructing unbiased tests for homogeneity and goodness of fit
Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models
Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
Brunn-Minkowski inequality and its aftermath
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means

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