An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means

DOI10.1016/0167-7152(87)90063-0zbMath0604.62049OpenAlexW2026538040MaRDI QIDQ1083154

Björn Holmquist

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90063-0

zbMATH Keywords

multivariate normal populationsasymptotic chi squareBartlett's modified LRThypothesis of equality of the covariance matricespartially known meansunbiased likelihood ratio testunknown covariance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
• A Test of Variances
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
• Properties of sufficiency and statistical tests
• On the Power of the $L_1$ Test for Equality of Several Variances
• TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
• Unnamed Item

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