On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance

DOI10.1142/9789814340564_0009zbMath1414.62196OpenAlexW1978845702MaRDI QIDQ5378904

Marc Hallin

Publication date: 3 June 2019

Published in: Nonparametric Statistics and Mixture Models (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c81898d876af5800a37d79f998715aa2c021683b

zbMATH Keywords

local asymptotic normalitymultivariate analysis of varianceelliptical densitieshomogeneity of covarianceslocally asymptotically most stringent tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

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