Asymptotic results for decomposing a likelihood-ratio statistic into separate components

DOI10.1016/0024-3795(90)90364-IzbMath0695.62131WikidataQ126531730 ScholiaQ126531730MaRDI QIDQ910130

Mara Lee McLaren

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

decompositionorthogonal grouplikelihood ratioLie algebramultivariate normal theoryequality of the eigenvectorsequality of the latent rootstesting the equality of two variance-covariance matrices

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01)

Cites Work

• The Distribution of the Latent Roots of the Covariance Matrix
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