Some results on the distribution of Wilks's likelihood-ratio criterion

DOI10.1093/biomet/59.3.649zbMath0295.62052OpenAlexW2090435344MaRDI QIDQ4048414

Yoong-Sin Lee

Publication date: 1972

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/59.3.649

Mathematics Subject Classification ID

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

Related Items (11)

Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large ⋮ On two asymptotic normal distributions for the generalized wilks lambda statistic ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ On testing structure of mean vector of compound symmetric gaussian model ⋮ A statistical method for the serial comparison of vector cardiograms ⋮ Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test ⋮ Some high-dimensional tests for a one-way MANOVA ⋮ A test for independence of two sets of variables when the number of variables is large relative to the sample size ⋮ Generalized variance-ratio tests for serial correlation in multivariate regression models ⋮ Alternative tests for a first-order vector autoregressive error specification ⋮ A general procedure for deriving distributions

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