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
Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Title not available (Why is that?)
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
- ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION
- Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
- A significance test for multisample sphericity
- Note on Some Formulas for Weighted Sums of Zonal Polynomials
- Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
- On the Distribution of the Sphericity Test Criterion in Classical and Complex Normal Populations Having Unknown Covariance Matrices
Cited In (9)
- The non-null distribution of the beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions
- An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
- On some tests of the covariance matrix under general conditions
- Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case
- Near-exact distributions for the sphericity likelihood ratio test statistic
- An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
- Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity
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