On asymptotic optimality of likelihood ratio tests for multivariate normal distributions
type: Item
instance of: scholarly article
title: On asymptotic optimality of likelihood ratio tests for multivariate normal distributions
zbMATH Open document ID: 0408.62049
published in: The Annals of Statistics
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 3635325
zbMATH Keywords: Asymptotic Optimality of Likelihood Ratio Tests
zbMATH Keywords: Multivariate Normal Distributions
zbMATH Keywords: Kullback-Leibler Information
zbMATH Keywords: Bahadur's Exact Slope
zbMATH Keywords: Testing Hypothesis
zbMATH Keywords: Testing Equality of Covariance Matrices
zbMATH Keywords: Testing Equality of Mean Vectors
zbMATH Keywords: Testing Independence
zbMATH Keywords: Testing Sphericity
author: Hui K. Hsieh
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176344680
OpenAlex ID: W2067198586
DOI: 10.1214/AOS/1176344680
description: scientific article; zbMATH DE number 3635325