An asymptotic expansion of the nonnull distribution of Wilks criterion for testing the multivariate linear hypothesis

DOI10.1214/AOS/1176346816zbMATH Open0554.62016OpenAlexW2012069607MaRDI QIDQ760110FDOQ760110

Authors: R. W. Kulp, B. N. Nagarsenker 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346816

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zbMATH Keywords

asymptotic expansionlikelihood ratio criterionlinear hypothesisnull distributionsnoncentral beta distributionsnonnull distributionWilks statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (6)

• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• A Dimensional CLT for Non-Central Wilks' Lambda in Multivariate Analysis
• Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
• Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
• Asymptotic expansions of the null distributions of three test statistics in a nonnormal GMANOVA model

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