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

DOI10.1214/aos/1176344951zbMath0427.62029OpenAlexW2011812408MaRDI QIDQ1136441

Michael D. Perlman

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aos/1176344951

zbMATH Keywords

majorizationSchur-convex functionequality of covariance matricesBartlett modified LRTequality of normal populationsmonotonicity of powerunbiasedness 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)

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