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Mathai, A.M., Tan, W.Y. (1977) The non-null distribution of the likelihood ratio criterion for testing the hypothesis that the covariance matrix is diagonal. Canadian Journal of Statistics, 5. 63-74 doi:10.2307/3315085

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Reference TypeJournal (article/letter/editorial)
TitleThe non-null distribution of the likelihood ratio criterion for testing the hypothesis that the covariance matrix is diagonal
JournalCanadian Journal of Statistics
AuthorsMathai, A.M.Author
Tan, W.Y.Author
Year1977Volume5
PublisherWiley
DOIdoi:10.2307/3315085Search in ResearchGate
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Mindat Ref. ID11342904Long-form Identifiermindat:1:5:11342904:4
GUID0
Full ReferenceMathai, A.M., Tan, W.Y. (1977) The non-null distribution of the likelihood ratio criterion for testing the hypothesis that the covariance matrix is diagonal. Canadian Journal of Statistics, 5. 63-74 doi:10.2307/3315085
Plain TextMathai, A.M., Tan, W.Y. (1977) The non-null distribution of the likelihood ratio criterion for testing the hypothesis that the covariance matrix is diagonal. Canadian Journal of Statistics, 5. 63-74 doi:10.2307/3315085
In(n.d.) Canadian Journal of Statistics Vol. 5. Wiley

See Also

These are possibly similar items as determined by title/reference text matching only.

Sugiura, Nariaki (1973) Asymptotic Non-Null Distributions of the Likelihood Ratio Criteria for Covariance Matrix Under Local Alternatives. The Annals of Statistics, 1 (4). 718-728 doi:10.1214/aos/1176342466
Pederzoli, G. (1977) The non-null distribution for the problem of tests of independence. Canadian Journal of Statistics, 5. 147-151 doi:10.2307/3315092
Mathai, A.M. (1993) The residual effect of a growth-decay mechanism and the distributions of covariance structures. Canadian Journal of Statistics, 21. 277-283 doi:10.2307/3315753
Ogawa, Junjiro, Ikeda, Sadao (1973) On the asymptotic null distribution of theF-statistic for testing a partial null hypothesis in a randomized PBIB design withmassociate classes under the Neyman model. Canadian Journal of Statistics, 1. 1-23 doi:10.2307/3314644
Foutz, Robert V., Srivastava, R.C. (1978) The asymptotic distribution of the likelihood ratio when the model is incorrect. Canadian Journal of Statistics, 6. 273-279 doi:10.2307/3315052
Khatri, C. G., Srivastava, M. S. (1974) Asymptotic Expansions of the Non-Null Distributions of Likelihood Ratio Criteria for Covariance Matrices. The Annals of Statistics, 2 (1). 109-117 doi:10.1214/aos/1176342617
Consul, P. C. (1967) On the Exact Distributions of Likelihood Ratio Criteria for Testing Independence of Sets of Variates Under the Null Hypothesis. The Annals of Mathematical Statistics, 38 (4) 1160-1169 doi:10.1214/aoms/1177698785
Szatrowski, Ted H. (1979) Asymptotic Nonnull Distributions for Likelihood Ratio Statistics in the Multivariate Normal Patterned Mean and Covariance Matrix Testing Problem. The Annals of Statistics, 7 (4). 823-837 doi:10.1214/aos/1176344732
Sugiura, Nariaki, Fujikoshi, Yasunori (1969) Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence. The Annals of Mathematical Statistics, 40 (3) 942-952 doi:10.1214/aoms/1177697599
Pillai, K.C.S. (1977) Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution. Canadian Journal of Statistics, 5. 1-62 doi:10.2307/3315084
Sugiura, Nariaki (1969) Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix. The Annals of Mathematical Statistics, 40 (6) 2051-2063 doi:10.1214/aoms/1177697285
 
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