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

DOI10.2307/3315139zbMATH Open0412.62029OpenAlexW1965308901MaRDI QIDQ4199362FDOQ4199362

Authors: B. N. Nagarsenker 

Publication date: 1976

Published in: The Canadian Journal of Statistics (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)

Cited In (6)

• 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
• On a modified test of equality of scale parameters of exponential distributions
• 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
• Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison
• Further asymptotic expansions of the distribution of the sphericity test

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