Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity

DOI10.1080/03610928808829795zbMATH Open0696.62039OpenAlexW2039022296MaRDI QIDQ3473008FDOQ3473008

Authors Arjun K. Gupta, D. K. Nagar

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/03610928808829795

zbMATH Keywords

momentsasymptoticscharacteristic functiondistributionsphericityzonal polynomial

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• A significance test for multisample sphericity
• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
• Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
• Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Note on Some Formulas for Weighted Sums of Zonal Polynomials
• ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION
• On the Distribution of the Sphericity Test Criterion in Classical and Complex Normal Populations Having Unknown Covariance Matrices

Cited in

(9)

• An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• On some tests of the covariance matrix under general conditions
• An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
• Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity
• Near-exact distributions for the sphericity likelihood ratio test statistic
• An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions
• The non-null distribution of the beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric
• Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case

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