Hierarchic likelihood ratio tests for equality of covariance matrices

J. C. W. Rayner; B. E. J. Manly; G. F. Liddell

doi:10.1080/00949659008811235

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Hierarchic likelihood ratio tests for equality of covariance matrices

J. C. W. Rayner B. E. J. Manly G. F. Liddell

Year: 1990 Journal: Journal of Statistical Computation and Simulation Vol: 35 (1-2)Pages: 91-99 Publisher: Taylor & Francis

DOI: 10.1080/00949659008811235

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Abstract

Powers and sizes are simulated for hierarchic components of an adjusted likelihood ratio test for equality of covariance matrices.

Keywords:

Mathematics Likelihood-ratio test Covariance Statistics Covariance matrix Law of total covariance Restricted maximum likelihood Likelihood principle Maximum likelihood Estimation of covariance matrices Covariance mapping Covariance intersection Econometrics Applied mathematics Likelihood function Quasi-maximum likelihood

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graph theory and CDMA systems

Physical Sciences → Engineering → Electrical and Electronic Engineering

Hierarchic likelihood ratio tests for equality of covariance matrices

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