A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

Cited In (only showing first 100 items - show all)

A test for independence of two sets of variables when the number of variables is large relative to the sample size
Exact critical values of Bartlett's test of homogeneity of variances for unequal sample sizes for two populations and power of the test
Testing the equality of variance-covariance matrices the robust way
Matrix sketching for supervised classification with imbalanced classes
Testing a covariance matrix structure in a mixed model with no empty cells
Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space
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
Tests for homogeneity of extreme value scale parameters
Likelihood ratio tests for high-dimensional normal distributions
Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
Analysis of some mixed-models for block and split-plot designs
Testing the equality of covariance matrices under intraclass correlation models
Contributions to multivariate analysis by Professor Yasunori Fujikoshi
Descriptive measures of multivariate scatter and linear dependence
Asymptotic properties of correlation-based principal component analysis
A Bartlett adjustment to the likelihood ratio test for a system of equations
A Viable Alternative to Resorting to Statistical Tables
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
Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments
Gaussian tree constraints applied to acoustic linguistic functional data
Some contributions to maximum likelihood factor analysis
Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\)
The distribution of the sphericity test criterion
A self-tuning regulator for multivariable systems
Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices
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
Distance‐Based Tests for Homogeneity of Multivariate Dispersions
Edgeworth expansion of Wilks' lambda statistic
Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals
Near-exact distributions for the sphericity likelihood ratio test statistic
On the distribution of the likelihood ratio test of equality of normal populations
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
Maximum absolute error for bartlett's chi-square approximation
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
A general procedure for deriving distributions
Simultaneous factor analysis in several populations
Quadratic discriminant analysis by projection
Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
Practical methods for computing power in testing the multivariate general linear hypothesis
Approximate critical values with error bounds for bartlett's test of homogeneity of variances for unequal sample sizes
Higher-order Bartlett-type adjustment
Some recent developments on complex multivariate distributions
Extensions of Wilks' integral equations and distributions of test statistics
Error bounds for asymptotic expansions of Wilks' lambda distribution
Departure of Bartlett's distribution for the homogeneity of variances for unequal sample sizes from that of equal sample sizes
On the exact non-null distribution of Wilks' L(VC) criterion and power studies
Some new facts concerning the delta neutral case of Fox's \(H\) function
Modified likelihood ratio statistics for inflated beta regressions
Cobra: a package for co-breaking analysis
Some small sample results for maximum likelihood estimation in multidimensional scaling
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
Some aspects of bivariate regression subject to linear constraints
A significance test for multisample sphericity
Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
On methods in the analysis of profile data
Likelihood ratio tests for equality of shape under varying degrees of orientation invariance
High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
On the distribution of the likelihood ratio criterion for testing linear hypotheses on regression coefficients
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
Rao's statistic for homogeneity of multiple parameter
A Note on Bartlett'sMTest for Homogeneity of Variances
Robust computationally intensive and asymptotic tests for compound symmetry structure
A new method for multi-sample high-dimensional covariance matrices test based on permutation
A test based on data depth for testing location-scale of the two multivariate populations
The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population
Plotting squared radii: improving thex₂approximation
Testing the independence of variables for specific covariance structures: A simulation study
Distribution approximation and modelling via orthogonal polynomial sequences
A new method to compare the spectral densities of two independent periodically correlated time series
Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
The mixed model for multivariate repeated measures: Validity conditions and an approximate test
Free-coordinate estimation for doubly multivariate data
Testing hypotheses about covariance matrices in general MANOVA designs
The block sphericity test --- exact and near-exact distributions for the likelihood ratio statistic
Visualizing Tests for Equality of Covariance Matrices
The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
On some tests of growth curve model under Behrens-Fisher situation
Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
Testing the hypothesis of a doubly exchangeable covariance matrix
A simple and asymptotically optimal test for the equality of k(≥2) exponential distributions based on type II censored samples
Proposition and validation of multivariate tests of independence between two groups of variables
A likelihood ratio test for equality of natural parameters for generalized Riesz distributions
Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
Analysis of variance for multivariate time series
Analysis of variance for high-dimensional time series
One-way multivariate repeated measurements analysis of variance model

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