On a likelihood ratio test for independence

DOI10.1016/0167-7152(91)90194-VMaRDI QIDQ758050zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 3860193
• Likelihood ratio test for independence with partial multivariate normal data
• A test for independence of two sets of variables when the number of variables is large relative to the sample size
• scientific article; zbMATH DE number 4078532
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors

Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• Linear correlations between sets of variables
• On the Independence of k Sets of Normally Distributed Statistical Variables
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Some symmetric, invariant measures of multivariate association
• TESTING THE LARGEST OF A SET OF CORRELATION COEFFICIENTS
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

Cited in

(12)

• Independence of likelihood ratio criteria for homogeneity of several populations
• A procedure for assessing vector correlations
• A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
• scientific article; zbMATH DE number 3860193 (Why is no real title available?)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
• Bounds on the size of the likelihood ratio test of independence in a contingency table
• Effective degrees of freedom and the likelihood ratio test
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
• Likelihood ratio test for independence with partial multivariate normal data
• On testing marginal versus conditional independence
• Robust statistics for test-of-independence and related structural models
• Unbiasedness of the likelihood ratio test for lattice conditional independence models

This page was built for publication: On a likelihood ratio test for independence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q758050)