One-sided test for the equality of two covariance matrices

DOI10.1214/aos/1176349263zbMath0786.62057OpenAlexW2019022253MaRDI QIDQ1314458

Satoshi Kuriki

Publication date: 16 February 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176349263

zbMATH Keywords

Wishart distributionslimiting null distributionsmultivariate variance components modelchi-bar-squared distributionsordered restricted inferencelikelihood ratio criteria

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Maximum likelihood estimation of covariance matrices under simple tree ordering, Application of tube formula to distributional problems in multiway layouts, One-sided test of a covariance matrix with a known null value, Weights of \(\overline{\chi}^2\) distribution for smooth or piecewise smooth cone alternatives, Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data, Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method, Star-shaped distributions and their generalizations, Shrinkage estimation towards a closed convex set with a smooth boundary, An appraisal of some aspects of statistical inference under inequality constraints