Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
- 1 December 1972
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 24 (1) , 67-79
- https://doi.org/10.1007/bf02479738
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Asymptotic expansions of some test criteria for homogeneity of variances and covariance matrices from normal populationsHiroshima Mathematical Journal, 1970
- Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and IndependenceThe Annals of Mathematical Statistics, 1969
- On the Exact Distributions of Likelihood Ratio Criteria for Testing Independence of Sets of Variates Under the Null HypothesisThe Annals of Mathematical Statistics, 1967
- Some Non-Central Distribution Problems in Multivariate AnalysisThe Annals of Mathematical Statistics, 1963
- On the Completely Unbiassed Character of Tests of Independence in Multivariate Normal SystemsThe Annals of Mathematical Statistics, 1950
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIABiometrika, 1949
- On the Independence of k Sets of Normally Distributed Statistical VariablesEconometrica, 1935