JOURNAL ARTICLE

Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models

Arjun K. GuptaJ. Tang

Year: 1984 Journal:   Biometrika Vol: 71 (3)Pages: 555-559   Publisher: Oxford University Press

Abstract

Journal Article Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models Get access A. K. GUPTA, A. K. GUPTA Department of Mathematics and Statistics, Bowling Green State UniversityBowling Green, Ohio, U.S.A. Search for other works by this author on: Oxford Academic Google Scholar J. TANG J. TANG Department of Mathematics, Statistics and Computer Science, Marquette UniversityMilwaukee, Wisconsin, U.S.A. Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 71, Issue 3, December 1984, Pages 555–559, https://doi.org/10.1093/biomet/71.3.555 Published: 01 December 1984 Article history Received: 01 February 1984 Revision received: 01 June 1984 Published: 01 December 1984

Keywords:
Mathematics Likelihood-ratio test Multivariate normal distribution Multivariate statistics Covariance Statistics Statistic Test statistic Multivariate analysis Covariance matrix Gaussian Multivariate analysis of variance Applied mathematics Statistical hypothesis testing

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55
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0.89
FWCI (Field Weighted Citation Impact)
12
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0.68
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Citation History

Topics

Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability
Spectroscopy and Chemometric Analyses
Physical Sciences →  Chemistry →  Analytical Chemistry
Statistical and Computational Modeling
Physical Sciences →  Computer Science →  Artificial Intelligence

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