JOURNAL ARTICLE

Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity

Arjun K. GuptaDaya K. Nagar

Year: 1988 Journal:   Communication in Statistics- Theory and Methods Vol: 17 (9)Pages: 3145-3155   Publisher: Taylor & Francis

Abstract

Asymptotic expansion of the nonnull distribution of the likelihood ratio statistic for testing muitisample sphericity in q multinormal populations is derived for the alternatives close to the null hypothesis.

Keywords:
Sphericity Likelihood-ratio test Mathematics Statistic Null (SQL) Statistics Null distribution Test statistic Maximum likelihood Distribution (mathematics) Score test Econometrics Statistical hypothesis testing Computer science Mathematical analysis Geometry

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11
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0.72
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Citation History

Topics

Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence

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