A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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The distribution of the determinant of correlation matrix useful in principal component analysis
Practical methods for computing power in testing the multivariate general linear hypothesis
A note on likelihood ratio tests for models with latent variables
Higher-order Bartlett-type adjustment
Some recent developments on complex multivariate distributions
Testing for equality of ordered eigenvectors of two multivariate normal populations
The simultaneous test of equality and circularity of several covariance matrices
Error bounds for asymptotic expansions of Wilks' lambda distribution
Approximate critical values with error bounds for bartlett's test of homogeneity of variances for unequal sample sizes
Extensions of Wilks' integral equations and distributions of test statistics
Testing independence of several groups of variables
Tests of Independence and Zero Correlations Among P Random Variables
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
A note on estimation and test for the rayleigh amplitude distribution
Use of the Likelihood Ratio Test on the Uniform Distribution
Data depth-based nonparametric tests for multivariate scales
The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
The Likelihood ratio test for the equality of two-parameter exponential distributions based on type ii censored samples
Testing the equality of several linear regression models
Cobra: a package for co-breaking analysis
Latent roots and vectors of a Wishart matrix
Modified likelihood ratio statistics for inflated beta regressions
Continuity corrected approximations for and `exact' inference with Pearson's X^ 2
Some small sample results for maximum likelihood estimation in multidimensional scaling
On the distribution of V<scp>OTAW</scp>'s likelihood ratio criterion L for testing the bipolarity of a covariance matrix
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices
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
The exact distribution of a criterion for testing the hypothesis that the covariance matrix is diagonal
A simple test for heterogeneity of variance in complex factorial designs
An empirical comparison of the Z-variance and Box-Scheffe tests for homogeneity of variance
Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
Covariance analysis for temporal data, with applications to DNA modelling
A significance test for multisample sphericity
Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
The exact distribution of the likelihood ratio criterion for testing the equality of diagonal elements given that the covariance matrix is diagonal
Moments of generalized quadratic forms and distributions of certain multivariate test statistics
Basis expansion approaches for functional analysis of variance with repeated measures
Testing a simple structure hypothesis in factor analysis
On methods in the analysis of profile data
Likelihood ratio tests for equality of shape under varying degrees of orientation invariance
An inverse factorial series for a general gamma ratio and related properties of the Nørlund-Bernoulli polynomials
Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
A family of near-exact distributions based on truncations of the exact distribution for the generalized Wilks Lambda statistic
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
Data depth-based nonparametric scale tests
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

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