Asymptotic results for decomposing a likelihood-ratio statistic into separate components

DOI10.1016/0024-3795(90)90364-IzbMATH Open0695.62131WikidataQ126531730 ScholiaQ126531730MaRDI QIDQ910130FDOQ910130

Authors: Mara Lee McLaren 

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

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zbMATH Keywords

decompositionlikelihood ratioorthogonal groupLie algebramultivariate normal theoryequality of the eigenvectorsequality of the latent rootstesting the equality of two variance-covariance matrices

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• The Distribution of the Latent Roots of the Covariance Matrix
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (2)

• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• Decomposition of multivariate statistical models

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