Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity

DOI10.1080/03610928808829795zbMath0696.62039OpenAlexW2039022296MaRDI QIDQ3473008

Daya K. Nagar, Arjun K. Gupta

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829795

zbMATH Keywords

momentsdistributionasymptoticscharacteristic functionsphericityzonal polynomial

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items

Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case, Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review, An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition, On some tests of the covariance matrix under general conditions

Cites Work

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• Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
• Note on Some Formulas for Weighted Sums of Zonal Polynomials
• On the Distribution of the Sphericity Test Criterion in Classical and Complex Normal Populations Having Unknown Covariance Matrices
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples