A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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On the distribution of a statistic used for testing a multinormal mean vector with incomplete data
Percentage points of the statistics for testing hypotheses on mean vectors of multivariate normal distributions with missing observations
Computable error bounds for high-dimensional approximations of an LR statistic for additional information in canonical correlation analysis
A test for independence of two sets of variables when the number of variables is large relative to the sample size
An exact decomposition for a class of exponential dispersion models: Application to sequential testing
Exact critical values of Bartlett's test of homogeneity of variances for unequal sample sizes for two populations and power of the test
The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
A Note on Bartlett'sMTest for Homogeneity of Variances
Matrix sketching for supervised classification with imbalanced classes
Rao's statistic for homogeneity of multiple parameter
Testing a covariance matrix structure in a mixed model with no empty cells
The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population
Testing the equality of variance-covariance matrices the robust way
A new method for multi-sample high-dimensional covariance matrices test based on permutation
Robust computationally intensive and asymptotic tests for compound symmetry structure
A test based on data depth for testing location-scale of the two multivariate populations
Plotting squared radii: improving thex₂approximation
Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space
A new method to compare the spectral densities of two independent periodically correlated time series
Testing the independence of variables for specific covariance structures: A simulation study
Distribution approximation and modelling via orthogonal polynomial sequences
Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated
The mixed model for multivariate repeated measures: Validity conditions and an approximate test
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Near-exact distributions for the independence and sphericity likelihood ratio test statistics
The Laplace likelihood ratio test for heteroscedasticity
Improved additive adjustments for the LR/ELR test statistics
Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
Free-coordinate estimation for doubly multivariate data
Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
Tests for homogeneity of extreme value scale parameters
Testing hypotheses about covariance matrices in general MANOVA designs
Likelihood ratio tests for high-dimensional normal distributions
Contributions to multivariate analysis by Professor Yasunori Fujikoshi
Analysis of some mixed-models for block and split-plot designs
The block sphericity test --- exact and near-exact distributions for the likelihood ratio statistic
Testing the equality of covariance matrices under intraclass correlation models
Descriptive measures of multivariate scatter and linear dependence
The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
Visualizing Tests for Equality of Covariance Matrices
On some tests of growth curve model under Behrens-Fisher situation
Asymptotic properties of correlation-based principal component analysis
Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
A Bartlett adjustment to the likelihood ratio test for a system of equations
Testing the hypothesis of a doubly exchangeable covariance matrix
The likelihood ratio criterion and the asymptotic expansion of its distribution
Covariance and correlation stationarity: Experiences from seven Asian emerging markets
Testing the structure of the covariance matrix with fewer observations than the dimension
A likelihood ratio test for equality of natural parameters for generalized Riesz distributions
A simple and asymptotically optimal test for the equality of k(≥2) exponential distributions based on type II censored samples
A Viable Alternative to Resorting to Statistical Tables
Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments
Proposition and validation of multivariate tests of independence between two groups of variables
Gaussian tree constraints applied to acoustic linguistic functional data
Analysis of variance for multivariate time series
Analysis of variance for high-dimensional time series
Some contributions to maximum likelihood factor analysis
One-way multivariate repeated measurements analysis of variance model
Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
Hypotheses testing for means of dependent and heterogeneous normal random variables
The exact distribution of the likelihood ratio criterion for testing equality of means, variances and covariances
Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\)
Stepwise test procedures and approximate chi-square analysis
Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis
A self-tuning regulator for multivariable systems
A note on Box's general method of approximation for the null distributions of likelihood criteria
The distribution of the sphericity test criterion
Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices
Testing simultaneously different covariance block diagonal structures -- the multi-sample case
Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data
Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test
Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case
On two asymptotic normal distributions for the generalized wilks lambda statistic
A computational method to compare spectral densities of independent periodically correlated time series
Decomposition of scatter ratios used in monitoring multivariate process variability
A high-dimensional likelihood ratio test for circular symmetric covariance structure
Edgeworth expansion of Wilks' lambda statistic
Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
Bayesian inference for comparing several treatment means under a poisson model
A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals
Distance‐Based Tests for Homogeneity of Multivariate Dispersions
Near-exact distributions for the sphericity likelihood ratio test statistic
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
On the distribution of the likelihood ratio test of equality of normal populations
Sphericity test in a GMANOVA-MANOVA model with normal error
Test for independence of two multivariate regression equations with different design matrices
A test for additional information in canonical correlation analysis
Maximum absolute error for bartlett's chi-square approximation
On testing correlation between growth curves
A Bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative
Simultaneous factor analysis in several populations
Looking back: selected contributions by C. R. Rao to multivariate analysis
A general procedure for deriving distributions
Quadratic discriminant analysis by projection
Test of independence between tow sets of variates
Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure

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