Test of independence between tow sets of variates

DOI10.1080/03610928408828713MaRDI QIDQ3223686zbMATH OpenOpenAlexFDO

Authors R. W. Kulp, B. N. Nagarsenker

Publication date 1984

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

Full work available at URL https://doi.org/10.1080/03610928408828713

zbMATH Keywords

asymptotic expansionscanonical correlation coefficientslikelihood ratio criterionnon-central beta distributionstesting independence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• Exact distributions of Wilks's likelihood ratio criterion
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• Note on Some Formulas for Weighted Sums of Zonal Polynomials
• On the Distribution of Wilks' Statistic for Testing the Independence of Several Groups of Variates
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• On the exact distribution of Wilks's criterion
• On the Independence of k Sets of Normally Distributed Statistical Variables
• On the Test of Independence Between Two Sets of Variates
• The distribution of the sphericity test criterion

Cited in

(12)

• Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation
• Sign test of independence between two random vectors.
• Testing the Independence of Two Diagnostic Tests
• scientific article; zbMATH DE number 3860193 (Why is no real title available?)
• On the Moments and Density Function of Hotelling’s Trace and other Test Criteria Concerning Test of Independence Under Violation in the Complex Case
• The likelihood-ratio test for rank in bivariate canonical correlation analysis
• THE NON-NULL DISTRIBUTION OF THE LIKELIHOOD RATIO CRITERION FOR ADDITIONAL INFORMATION HYPOTHESIS IN CANONICAL CORRELATION ANALYSIS
• A GENERALIZATION OF TESTING INDEPENDENCE OF SETS OF VARIATES
• Invariant Polynomials and Related Tests
• Testing independence between discrete random variables
• A test of multivariate independence based on a single factor model
• On the exact distribution of Pearson and Wilks likelihood test statistic. II

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