On a likelihood ratio test for independence

DOI10.1016/0167-7152(91)90194-VzbMATH Open0724.62061OpenAlexW1973830916MaRDI QIDQ758050FDOQ758050

Authors: Jérôme Allaire, Y. Lepage 

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90194-v

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zbMATH Keywords

multivariate normal distributionmaximum likelihood estimatebloc-diagonal matrixlikelihood ratio test for independencenull asymptotic distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• On the Independence of k Sets of Normally Distributed Statistical Variables
• RELATIONS BETWEEN TWO SETS OF VARIATES
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some symmetric, invariant measures of multivariate association
• Linear correlations between sets of variables
• TESTING THE LARGEST OF A SET OF CORRELATION COEFFICIENTS

Cited In (12)

• Unbiasedness of the likelihood ratio test for lattice conditional independence models
• Robust statistics for test-of-independence and related structural models
• Independence of likelihood ratio criteria for homogeneity of several populations
• A procedure for assessing vector correlations
• Effective degrees of freedom and the likelihood ratio test
• A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
• Title not available (Why is that?)
• Bounds on the size of the likelihood ratio test of independence in a contingency table
• On testing marginal versus conditional independence
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
• Likelihood ratio test for independence with partial multivariate normal data
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process

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