On asymptotic optimality of likelihood ratio tests for multivariate normal distributions

DOI10.1214/aos/1176344680zbMath0408.62049OpenAlexW2067198586MaRDI QIDQ1258579

Hui K. Hsieh

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344680

zbMATH Keywords

Kullback-Leibler InformationTesting HypothesisTesting IndependenceAsymptotic Optimality of Likelihood Ratio TestsBahadur's Exact SlopeMultivariate Normal DistributionsTesting Equality of Covariance MatricesTesting Equality of Mean VectorsTesting Sphericity

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

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Testing equality of variances in the analysis of repeated measurements ⋮ Unnamed Item ⋮ Some multivariate linear regression testing problems with additional observations ⋮ A review of optimality of multivariate tests ⋮ On a fisherian detour of the step-down procedure for manova ⋮ Methods to test for equality of two normal distributions ⋮ On a locally Bahadur optimal test for no contamination in mixtures from the one-parameter exponential family ⋮ On an asymptotic relative efficiency concept based on expected volumes of confidence regions ⋮ On multivariate extens of sukhatme-perng-littell test ⋮ A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis

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