Sphericity test in a GMANOVA-MANOVA model with normal error

DOI10.1016/J.JMVA.2009.03.003MaRDI QIDQ1036794zbMATH OpenOpenAlexFDO

Authors Peng Bai

Publication date 13 November 2009

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

Full work available at URL https://doi.org/10.1016/j.jmva.2009.03.003

zbMATH Keywords

asymptotic distributionnull distributionsphericity testGMANOVA-MANOVA modelBartlett type correctionMeijer's \(G_{p,p}^{p,0}\) function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Applications of hypergeometric functions (33C90)

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• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• A mixture of the manova and gmanova models
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• Exact distribution of MLE of covariance matrix in a GMANOVA-MANOVA model

Cited in

(6)

• Improved likelihood inference in generalized linear models
• Exact distribution of MLE of covariance matrix in a GMANOVA-MANOVA model
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
• Testing sphericity in a GMANOVA-MANOVA model with normal error
• Improved inference in dispersion models

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