Tests for sphericity under correlated multivariate regression equations model (Q1091055)
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scientific article; zbMATH DE number 4009536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for sphericity under correlated multivariate regression equations model |
scientific article; zbMATH DE number 4009536 |
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Tests for sphericity under correlated multivariate regression equations model (English)
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1987
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The authors investigated the asymptotic distribution of likelihood ratio test like statistics for sphericity under correlated multivariate regression equations models. Asymptotic null and non-null distributions are derived when the underlying distribution is multivariate normal. They are given by chi-square and normal distributions, respectively, after some transformations. It is shown that the results hold even when the joint distribution of the observation vectors is elliptically.
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elliptically symmetric distributions
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chi-square distributions
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likelihood ratio test like statistics for sphericity
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correlated multivariate regression equations models
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Asymptotic null and non-null distributions
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multivariate normal
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transformations
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