The new test criterion for the homogeneity of parameters of several populations

DOI10.1007/BF02504749MaRDI QIDQ1242401zbMATH OpenFDO

Authors Takesi Hayakawa

Publication date 1976

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Cites work

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• Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Likelihood ratio and associated test criteria
• Linear Statistical Inference and its Applications
• On Bartlett's Test and Lehmann's Test for Homogeneity of Variances
• On some test criteria for covariance matrix
• Properties of sufficiency and statistical tests
• TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• The likelihood ratio criterion for a composite hypothesis under a local alternative

Cited in

(3)

• Rao's statistic for homogeneity of multiple parameter
• Wald statistic for iiomogeneity of multiple parameters
• A formula to improve score test statistics

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