Asymptotic results for decomposing a likelihood-ratio statistic into separate components
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Publication:910130
DOI10.1016/0024-3795(90)90364-IzbMath0695.62131WikidataQ126531730 ScholiaQ126531730MaRDI QIDQ910130
Publication date: 1990
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
decomposition; orthogonal group; likelihood ratio; Lie algebra; multivariate normal theory; equality of the eigenvectors; equality of the latent roots; testing the equality of two variance-covariance matrices
62H15: Hypothesis testing in multivariate analysis
62A01: Foundations and philosophical topics in statistics
Cites Work