The distributions of the likelihood ratio statistics for tests of certain covariance structures of complex multivariate normal populations

P. R. KRISHNAIAH; JACK C. LEE; T. C. CHANG

doi:10.1093/biomet/63.3.543

The distributions of the likelihood ratio statistics for tests of certain covariance structures of complex multivariate normal populations

Biometrika ◽

10.1093/biomet/63.3.543 ◽

1976 ◽

Vol 63 (3) ◽

pp. 543-549 ◽

Cited By ~ 23

Author(s):

P. R. KRISHNAIAH ◽

JACK C. LEE ◽

T. C. CHANG

Keyword(s):

Likelihood Ratio ◽

Covariance Structures ◽

Multivariate Normal ◽

Normal Populations ◽

Likelihood Ratio Statistics

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Approximations to the Distributions of the Likelihood Ratio Statistics for Testing Certain Structures on the Covariance Matrices of Real Multivariate Normal Populations

10.21236/ada014733 ◽

1975 ◽

Cited By ~ 2

Author(s):

J. C. Lee ◽

T. C. Chang ◽

P. R. Krishnaiah

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Multivariate Normal ◽

Normal Populations ◽

Likelihood Ratio Statistics

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Unbiasedness of the Likelihood Ratio Tests for Equality of Several Covariance Matrices and Equality of Several Multivariate Normal Populations

The Annals of Statistics ◽

10.1214/aos/1176344951 ◽

1980 ◽

Vol 8 (2) ◽

pp. 247-263 ◽

Cited By ~ 43

Author(s):

Michael D. Perlman

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Normal Populations

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Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions

Journal of Multivariate Analysis ◽

10.1016/0047-259x(82)90066-5 ◽

1982 ◽

Vol 12 (4) ◽

pp. 597-611 ◽

Cited By ~ 9

Author(s):

C Fang ◽

P.R Krishnaiah ◽

B.N Nagarsenker

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Asymptotic Distributions ◽

Covariance Structures ◽

Ratio Test ◽

Test Statistics ◽

Multivariate Normal ◽

Normal Distributions ◽

Multivariate Normal Distributions

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Likelihood Ratio Tests on Covariance Matrices and Mean Vectors of Complex Multivariate Normal Populations and Their Applications in Time Series.

10.21236/ada131523 ◽

1983 ◽

Author(s):

P. R. Krishnaian ◽

J. C. Lee ◽

T. C. Chang

Keyword(s):

Time Series ◽

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Normal Populations ◽

Mean Vectors

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Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series

Handbook of Statistics - Time Series in the Frequency Domain ◽

10.1016/s0169-7161(83)03022-9 ◽

1983 ◽

pp. 439-476 ◽

Cited By ~ 3

Author(s):

P.R. Krishnaiah ◽

J.C. Lee ◽

T.C. Chang

Keyword(s):

Time Series ◽

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Normal Populations ◽

Mean Vectors

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On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data

Journal of Statistical Theory and Practice ◽

10.1080/15598608.2016.1215942 ◽

2016 ◽

Vol 10 (4) ◽

pp. 673-692

Author(s):

Miki Hosoya ◽

Takashi Seo

Keyword(s):

Missing Data ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Ratio Test ◽

Multivariate Normal ◽

Normal Populations

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An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means

Statistics & Probability Letters ◽

10.1016/0167-7152(87)90063-0 ◽

1987 ◽

Vol 5 (2) ◽

pp. 99-103

Author(s):

Björn Holmquist

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Covariance Matrices ◽

Ratio Test ◽

Multivariate Normal ◽

Normal Populations

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Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2013.863933 ◽

2016 ◽

Vol 45 (5) ◽

pp. 1435-1452 ◽

Cited By ~ 1

Author(s):

D. Najarzadeh ◽

M. Khazaei ◽

M. Ganjali

Keyword(s):

Performance Evaluation ◽

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Normal Populations

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Asymptotic Nonnull Distributions for Likelihood Ratio Statistics in the Multivariate Normal Patterned Mean and Covariance Matrix Testing Problem

The Annals of Statistics ◽

10.1214/aos/1176344732 ◽

1979 ◽

Vol 7 (4) ◽

pp. 823-837 ◽

Cited By ~ 20

Author(s):

Ted H. Szatrowski

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Multivariate Normal ◽

Testing Problem ◽

Likelihood Ratio Statistics

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Weak Convergence of Progressively Censored Likelihood Ratio Statistics and its Role in Asymptotic Theory of Life Testing

The Annals of Statistics ◽

10.1214/aos/1176343657 ◽

1976 ◽

Vol 4 (6) ◽

pp. 1247-1257 ◽

Cited By ~ 17

Author(s):

Pranab Kumar Sen

Keyword(s):

Weak Convergence ◽

Likelihood Ratio ◽

Asymptotic Theory ◽

Life Testing ◽

Censored Likelihood ◽

Likelihood Ratio Statistics

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