Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices

DOI10.1007/BF02479738zbMath0312.62044MaRDI QIDQ1219654

Hisao Nagao

Publication date: 1972

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (10)

The asymptotic expansion of the Stein estimators for the vector case ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Testing homogeneity of order-restricted means ⋮ Asymptotic expansions for a class of tests for a general covariance structure under a local alternative ⋮ Nonnull distributions of two test criteria for independence under local alternatives ⋮ Invariant Polynomials and Related Tests ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives ⋮ The asymptotic expansion as well as the exact moments of the Stein estimator when the population means are nearly equal ⋮ On the distribution of the likelihood ratio test of equality of normal populations

Cites Work

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• On the Independence of k Sets of Normally Distributed Statistical Variables
• On the Exact Distributions of Likelihood Ratio Criteria for Testing Independence of Sets of Variates Under the Null Hypothesis
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• Some Non-Central Distribution Problems in Multivariate Analysis
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• On the Completely Unbiassed Character of Tests of Independence in Multivariate Normal Systems

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