An asymptotic expansion of the nonnull distribution of Wilks criterion for testing the multivariate linear hypothesis

DOI10.1214/AOS/1176346816zbMath0554.62016OpenAlexW2012069607MaRDI QIDQ760110

B. N. Nagarsenker, R. W. Kulp

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346816

zbMATH Keywords

asymptotic expansionlinear hypothesislikelihood ratio criterionnull distributionsnoncentral beta distributionsnonnull distributionWilks statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review

This page was built for publication: An asymptotic expansion of the nonnull distribution of Wilks criterion for testing the multivariate linear hypothesis