Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices

DOI10.1016/0167-7152(94)00037-9zbMath0805.62061OpenAlexW2066794440MaRDI QIDQ1341374

Laurie M. Meaux, Dean M. Young, John W. jun. Seaman

Publication date: 9 January 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00037-9

zbMATH Keywords

robustnesscorrelated observationsmodified likelihood ratio testWishart random matricesmultivariate quadratic formsunequal covariance matricesjoint covariance structuretwo groups of multivariate normal observationsviolation of independence assumption

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Independence distribution preserving joint covariance structures for the multivariate two-group case ⋮ A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic

Cites Work

• Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function
• Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure
• Distribution of multivariate quadratic forms under certain covariance structures
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• Nonnegative definite and positive definite solutions to the matrix equationAXA^*=B
• A complete solution to the problem of robustness of Grubbs's test
• A note on sample means and variances of dependent normal variables
• A note on the rubustness of the lilliefors test for univariate normality with respect to equicorrelated data
• A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
• On the effect of correlation and unequal variances in detecting a spurious observation
• Effect of Autocorrelated Observations on Confidence Sets Based upon Chi-Square Statistics
• Determining the effects of intraclass correlation on factorial experiments
• The effect of serial correlation on confidence regions for the parmnters of a multivariate normal population
• Effect of equicorrelation in detecting a spurious observation
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
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