Likelihood Ratio Tests for Equality of Mean Vectors with Circular Covariance Matrices

Contributions to Statistics - Recent Studies on Risk Analysis and Statistical Modeling ◽

10.1007/978-3-319-76605-8_18 ◽

2018 ◽

pp. 255-269 ◽

Author(s):

Carlos A. Coelho

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Mean Vectors ◽

Equality Of Mean Vectors

Download Full-text

Corrections to “Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices”

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02504637 ◽

1975 ◽

Vol 27 (1) ◽

pp. 185-185

Author(s):

Hisao Nagao

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Null Distributions ◽

Mean Vectors ◽

Equality Of Mean Vectors

Download Full-text

Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02479738 ◽

1972 ◽

Vol 24 (1) ◽

pp. 67-79 ◽

Author(s):

Hisao Nagao

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Null Distributions ◽

Mean Vectors ◽

Equality Of Mean Vectors

Download Full-text

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 ◽

Download Full-text

16 Likelihood ratio tests for mean vectors and covariance matrices

Handbook of Statistics - Analysis of Variance ◽

10.1016/s0169-7161(80)80046-0 ◽

1980 ◽

pp. 513-570 ◽

Author(s):

P.R. Krishnaiah ◽

Jack C. Lee

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Download Full-text

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 ◽

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 ◽

Download Full-text

The Likelihood Ratio Test for Equality of Mean Vectors with Compound Symmetric Covariance Matrices

Computational Science and Its Applications – ICCSA 2017 - Lecture Notes in Computer Science ◽

10.1007/978-3-319-62404-4_2 ◽

2017 ◽

pp. 20-32

Author(s):

Carlos A. Coelho

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Covariance Matrices ◽

Mean Vectors ◽

Equality Of Mean Vectors

Download Full-text

A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices

Communication in Statistics- Theory and Methods ◽

10.1080/03610928908830090 ◽

1989 ◽

Vol 18 (9) ◽

pp. 3249-3265 ◽

Author(s):

M. L. Tiku ◽

P. S. Gill ◽

N. Balakrishnan

Keyword(s):

Covariance Matrices ◽

Mean Vectors ◽

Equality Of Mean Vectors

Download Full-text

On the Max U-Ratio and Likelihood Ratio Tests of Equality of Several Covariance Matrices

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917408548447 ◽

1974 ◽

Vol 3 (1) ◽

pp. 29-53

Author(s):

K. C. S. Pillai ◽

Dennis Young

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests

Download Full-text

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 ◽

Author(s):

Michael D. Perlman

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Normal Populations

Download Full-text

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

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2012.02.057 ◽

2012 ◽

Vol 142 (8) ◽

pp. 2241-2256 ◽

Author(s):

Dandan Jiang ◽

Tiefeng Jiang ◽

Fan Yang

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

High Dimensional ◽

Normal Distributions

Download Full-text