Asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation model

Arjun K. Gupta; Daya K. Nagar

doi:10.6092/issn.1973-2201/853

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Asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation model

Arjun K. Gupta Daya K. Nagar

Year: 2013 Journal: Università degli Studi di Bologna Vol: 50 (4)Pages: 585-594

DOI: 10.6092/issn.1973-2201/853

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Abstract

In this paper the asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation structure is derived under certain alternatives for unequal samples.

Keywords:

Intraclass correlation Statistic Statistics Covariance Mathematics Covariance matrix Likelihood-ratio test Correlation Distribution (mathematics) Econometrics Applied mathematics Mathematical analysis

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Asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation model

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