Exact Non-Null Distribution of the Likelihood Ratio Criteria for Covariance Matrix

DOI10.2307/3315139zbMath0412.62029OpenAlexW1965308901MaRDI QIDQ4199362

B. N. Nagarsenker

Publication date: 1976

Published in: The Canadian Journal of Statistics / La Revue Canadienne de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315139

zbMATH Keywords

incomplete beta functionincomplete gamma functioncovariance matrixzonal polynomialslikelihood ratio criteriasphericity criterionexact non-null distributionnormal multivariate analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62Hxx)

Related Items (6)

On a modified test of equality of scale parameters of exponential distributions ⋮ Comparing scale parameters in several gamma distributions with known shapes ⋮ On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions ⋮ Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison ⋮ On the exact distribution of the likelihood ratio test for testing the homogeneity of scale parameters of several two-parameter exponential distributions: complete and censored samples ⋮ Further asymptotic expansions of the distribution of the sphericity test

This page was built for publication: Exact Non-Null Distribution of the Likelihood Ratio Criteria for Covariance Matrix