Likelihood ratio tests of correlated multivariate samples

DOI10.1016/j.jmva.2009.10.011zbMath1181.62088OpenAlexW1982709257MaRDI QIDQ847411

Shin-Jae Lee, Erning Li, Johan Lim

Publication date: 12 February 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.10.011

zbMATH Keywords

resamplingmultivariate analysisequality of mean vectorshomogeneity of covariance matricescorrelated samplesempirical rejection probability

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

Related Items (4)

Permutation based testing on covariance separability ⋮ A Cramér-Wold theorem for elliptical distributions ⋮ Unnamed Item ⋮ Distribution-free tests of mean vectors and covariance matrices for multivariate paired data

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