The power of the likelihood ratio test for additional information in a multivariate linear model

DOI10.1007/BF02480941zbMath0479.62042MaRDI QIDQ1162084

Yasunori Fujikoshi

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

nonnull distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

LR Tests for some Linear Hypotheses in an Extended Growth Curve Model ⋮ Analyzing Mean Profiles of Nonnormal Populations ⋮ Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality

Cites Work

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• Unbiasedness of invariant tests for MANOVA and other multivariate problems
• Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
• Asymptotic expansions of the non-nuu distributions of three statistics in GMANOVA
• Monotonicity of the power functions of some tests in general MANOVA models
• Simultaneous procedures for variable selection in multiple discriminant analysis
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Asymptotic Theory for Principal Component Analysis
• Monotonicity of the Power Functions of Some Tests of the Multivariate Linear Hypothesis

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