The Comparison of Sample Covariance Matrices Using Likelihood Ratio Tests

Bryan F. J. Manly; J. C. W. Rayner

doi:10.2307/2336478

ScienceGate Book Chapters

JOURNAL ARTICLE

The Comparison of Sample Covariance Matrices Using Likelihood Ratio Tests

Bryan F. J. Manly J. C. W. Rayner

Year: 1987 Journal: Biometrika Vol: 74 (4)Pages: 841-841 Publisher: Oxford University Press

DOI: 10.2307/2336478

Get Full-Text PDF Get Analytical Report

Abstract

The standard method for the comparison of two or more sample covariance matrices is the likelihood ratio test. The purpose of the present paper is to show how this test can be made more informative by hierarchically partitioning the test statistic into three components.

Keywords:

Mathematics Likelihood-ratio test Statistics Covariance Statistic Test statistic Covariance matrix Estimation of covariance matrices Score test Sample (material) Test (biology) Restricted maximum likelihood Maximum likelihood Statistical hypothesis testing Chromatography

Metrics

Cited By

0.00

FWCI (Field Weighted Citation Impact)

Refs

0.40

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Advanced Mathematical Theories and Applications

Physical Sciences → Physics and Astronomy → Statistical and Nonlinear Physics

Spectroscopy and Chemometric Analyses

Physical Sciences → Chemistry → Analytical Chemistry

Leaf Properties and Growth Measurement

Life Sciences → Agricultural and Biological Sciences → Plant Science

The Comparison of Sample Covariance Matrices Using Likelihood Ratio Tests

Abstract

Metrics

Citation History

Topics

Related Documents

The comparison of sample covariance matrices using likelihood ratio tests

LIKELIHOOD RATIO TESTS FOR RELATIONSHIPS BETWEEN TWO COVARIANCE MATRICES

Hierarchic likelihood ratio tests for equality of covariance matrices

16 Likelihood ratio tests for mean vectors and covariance matrices

Likelihood ratio tests for covariance matrices of high-dimensional normal distributions