Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space

DOI10.1007/BF02532230zbMath0181.45602MaRDI QIDQ2534961

Leon Jay Gleser, Ingram Olkin

Publication date: 1969

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

zbMATH Keywords

statistics

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Optimal tests for the correlation coefficient in a symmetric multivariate normal population ⋮ LR test for random-effects covariance structure in a parallel profile model ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population ⋮ On the exact non-null distribution of Wilks' L(VC) criterion and power studies ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case

Cites Work

• Properties of Model II--Type Analysis of Variance Tests, A: Optimum Nature of the $F$-Test for Model II in the Balanced Case
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Approximation of the Distribution of the Product of Beta Variables by a Single Beta Variable
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
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