The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances

DOI10.1016/0047-259X(89)90088-2zbMath0672.62025MaRDI QIDQ1120209

T. W. Anderson

Publication date: 1989

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

zbMATH Keywords

limiting distributionlikelihood ratio criterionbalanced multivariate components of variance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Maximum likelihood estimation of covariance matrices under simple tree ordering ⋮ NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE ⋮ One-sided test of a covariance matrix with a known null value ⋮ Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data ⋮ Testing dimensionality in the multivariate analysis of variance

Cites Work

• Unnamed Item
• Unnamed Item
• Estimating linear statistical relationships
• A multivariate one-way classification model with random effects
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
• On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
• Properties of sufficiency and statistical tests
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics

This page was built for publication: The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances