Sphericity test in a GMANOVA-MANOVA model with normal error

DOI10.1016/j.jmva.2009.03.003zbMath1176.62059OpenAlexW2076721239MaRDI QIDQ1036794

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 distributionsphericity testGMANOVA-MANOVA modelnull distributionBartlett type correctionMeijer's \(G_{p,p}^{p,0}\) function

Mathematics Subject Classification ID

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

Related Items (4)

Improved likelihood inference in generalized linear models ⋮ Gradient statistic: higher-order asymptotics and Bartlett-type correction ⋮ Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models ⋮ Improved inference in dispersion models

Cites Work

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