Testing equality of generalized variances of k multivariate normal populations

DOI10.1080/03610918.2016.1204457zbMath1388.62166OpenAlexW2490458625MaRDI QIDQ4638832

Dariush Najarzadeh

Publication date: 30 April 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1204457

zbMATH Keywords

likelihood ratio testTaylor expansiongeneralized varianceBartlett correctionaffine invariant

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Test for equality of standardized generalized variance with different dimensions under high-dimensional settings, Confidence intervals for product of powers of the generalized variances of k multivariate normal populations, Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions, A new confidence interval for standardized generalized variances of k -multivariate normal populations

Uses Software

• R

Cites Work

• Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
• Stein-type improvements of confidence intervals for the generalized variance
• On improving the shortest length confidence interval for the generalized variance.
• On improved interval estimation for the generalized variance
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
• Multivariate Process Variability Monitoring
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Measures of multivariate skewness and kurtosis with applications
• Properties of sufficiency and statistical tests
• Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
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