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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Topics
Statistical Methods and Bayesian Inference
Physical Sciences → Mathematics → Statistics and Probability