Test of independence between tow sets of variates

DOI10.1080/03610928408828713zbMath0558.62017OpenAlexW2040461333MaRDI QIDQ3223686

R. W. Kulp, B. N. Nagarsenker

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828713

zbMATH Keywords

asymptotic expansionscanonical correlation coefficientslikelihood ratio criteriontesting independencenon-central beta distributions

Mathematics Subject Classification ID

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

Related Items (1)

Invariant Polynomials and Related Tests

Cites Work

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• The distribution of the sphericity test criterion
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Exact distributions of Wilks's likelihood ratio criterion
• On the exact distribution of Wilks's criterion
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• Note on Some Formulas for Weighted Sums of Zonal Polynomials
• On the Test of Independence Between Two Sets of Variates
• On the Distribution of Wilks' Statistic for Testing the Independence of Several Groups of Variates
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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