Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives

DOI10.1214/aos/1176342466zbMath0261.62040OpenAlexW2078656700MaRDI QIDQ2560691

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aos/1176342466

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (17)

Test of independence between tow sets of variates ⋮ Asymptotic properties of maximum likelihood estimators with sample size recalculation ⋮ A geometric look at nuisance parameter effect of local powers in testing hypothesis ⋮ 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 ⋮ Asymptotic nonnull distributions of certain test criteria for a covariance matrix ⋮ Invariant Polynomials and Related Tests ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Power Function Studies ⋮ Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Test for independence of two multivariate regression equations with different design matrices ⋮ Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption ⋮ Third-order asymptotic properties of a class of test statistics under a local alternative ⋮ Asymptotic expansions of the distributions of some test statistics

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