Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices

DOI10.1214/aos/1176342617zbMath0296.62037OpenAlexW2036356167MaRDI QIDQ1213713

Chinubal G. Khatri, Muni S. Srivastava

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1214/aos/1176342617

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (14)

Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case ⋮ Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Asymptotic non-null distribution of a test connected with exponential populations ⋮ Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions ⋮ Invariant Polynomials and Related Tests ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Power Function Studies ⋮ Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices ⋮ Asymptotic distributions of the sphericity test in a complex multivariate normal distribution ⋮ Further asymptotic expansions of the distribution of the sphericity test ⋮ Asymptotic non-null distribution for the locally most powerful invariant test for sphericity

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