Distribution of the likelihood ratio criterion for testing a hypothesis specifying a covariance matrix

DOI10.1093/biomet/60.2.359zbMath0261.62039OpenAlexW2045122182MaRDI QIDQ5676925

B. N. Nagarsenker, K. C. S. Pillai

Publication date: 1973

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/60.2.359

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Statistical tables (62Q05)

Related Items (8)

Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions ⋮ On a test of equality of scale parameters of several exponential distributions ⋮ Generalized Hypergeometric Functions and Exact Distributions of Test Statistics ⋮ Invariant Polynomials and Related Tests ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ The $I$-Function Distribution and Its Extensions ⋮ Testing a covariance matrix: exact null distribution of its likelihood criterion

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