On a likelihood ratio test for independence

DOI10.1016/0167-7152(91)90194-VzbMath0724.62061OpenAlexW1973830916MaRDI QIDQ758050

Yves Lepage, Jérôme Allaire

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90194-v

zbMATH Keywords

maximum likelihood estimatemultivariate normal distributionbloc-diagonal matrixlikelihood ratio test for independencenull asymptotic distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process ⋮ A procedure for assessing vector correlations

Cites Work

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• Some symmetric, invariant measures of multivariate association
• Linear correlations between sets of variables
• TESTING THE LARGEST OF A SET OF CORRELATION COEFFICIENTS
• On the Independence of k Sets of Normally Distributed Statistical Variables
• RELATIONS BETWEEN TWO SETS OF VARIATES
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

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