Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity

DOI10.1080/01966324.1988.10737235zbMath0726.62020OpenAlexW2313740482WikidataQ58244371 ScholiaQ58244371MaRDI QIDQ3350473

Panagis G. Moschopoulos

Publication date: 1988

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1988.10737235

zbMATH Keywords

likelihood ratio testlocal alternativesAsymptotic expansionsmultisample sphericity

Mathematics Subject Classification ID

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

Related Items

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ On linear functions of certain noncentral versions of independent gamma variables ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test

Cites Work

• Unnamed Item
• Unnamed Item
• A significance test for multisample sphericity
• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
• The special functions and their approximations. Vol. I, II
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• Significance Test for Sphericity of a Normal $n$-Variate Distribution