Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations

DOI10.1080/03610926.2013.863933MaRDI QIDQ2807776zbMATHOpenAlexFDO

Authors Dariush Najarzadeh, Mojtaba Khazaei, M. Ganjali

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.863933

zbMATH Keywords

sizespectral decompositionLRTFlury-Gautschi algorithmshape and direction parameters

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 1113394 (Why is no real title available?)
• A test of the hypothesis of partial common principal components
• An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
• Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
• How Many Clusters? Which Clustering Method? Answers Via Model-Based Cluster Analysis
• Measures of multivariate skewness and kurtosis with applications
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Model-Based Gaussian and Non-Gaussian Clustering
• Optimal rank-based testing for principal components
• Testing for common principal components under heterokurticity
• Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations

Cited in

(6)

• Investigations on the Similarity of the Structure of Two Covariance Matrices for Some Blood Pressure Data
• Testing for equality of ordered eigenvectors of two multivariate normal populations
• Asymptotic results for decomposing a likelihood-ratio statistic into separate components
• Testing equality of generalized variances of k multivariate normal populations
• Two step-down tests for equality of covariance matrices
• scientific article; zbMATH DE number 3868437 (Why is no real title available?)

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