Likelihood ratio tests of correlated multivariate samples

DOI10.1016/J.JMVA.2009.10.011zbMATH Open1181.62088OpenAlexW1982709257MaRDI QIDQ847411FDOQ847411

Authors: Johan Lim, Erning Li, Shin-Jae Lee 

Publication date: 12 February 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.10.011

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zbMATH Keywords

resamplingmultivariate analysisequality of mean vectorshomogeneity of covariance matricescorrelated samplesempirical rejection probability

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

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Cited In (16)

• Title not available (Why is that?)
• Permutation based testing on covariance separability
• A likelihood ratio test for correlated paired multivariate samples
• A Cramér-Wold theorem for elliptical distributions
• Multiple comparison for checking correlations among several normal random variables
• The comparison of sample covariance matrices using likelihood ratio tests
• Hypotheses testing for comparing means and variances of correlated responses in the symmetric non-normal case
• Multivariate meta-analysis on correlation coefficients
• Detecting positive correlations in a multivariate sample
• The generalized likelihood ratio test for the pearson correlation^∗
• Testing equality of several correlation matrices
• Exact Tests for the Comparison of Correlated Response Models with an Unknown Dispersion Matrix
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
• A test of location for exchangeable multivariate normal data with unknown correlation
• A numerical likelihood-based approach to combining correlation matrices
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data

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