One-sided test of a covariance matrix with a known null value

DOI10.1080/03610929408831437zbMath0823.62051OpenAlexW2053419603MaRDI QIDQ4839320

James A. Calvin

Publication date: 17 July 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831437

zbMATH Keywords

powervariance componentsorder restricted inferencequality controlsample covariance matrixchi-bar square distributionrestricted maximum likelihood estimationempirical distribution approachlocation invariant sufficient statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

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Cites Work

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• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
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• A note on maximizing a special concave function subject to simultaneous Loewner order constraints
• One-sided test for the equality of two covariance matrices
• Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations
• Subsampling quantile estimators and uniformity criteria
• REML Estimation in Unbalanced Multivariate Variance Components Models Using an EM Algorithm
• Asymptotic Theory for Principal Component Analysis

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