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 ◽

Multivariate Normal ◽

Normal Populations

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Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations

Communication in Statistics- Theory and Methods ◽

10.1080/03610928708829564 ◽

1987 ◽

Vol 16 (11) ◽

pp. 3157-3168 ◽

Author(s):

Toshio Sakata

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Covariance Matrices ◽

Normal Populations

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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 ◽

Multivariate Normal ◽

Normal Populations

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Asymptotic Distribution of the Likelihood Ratio Test Statistic for Sphericity of Complex Multivariate Normal Distribution.

10.21236/ada111112 ◽

1981 ◽

Author(s):

C. Fang ◽

P. R. Krishnaiah ◽

B. N. Nagarsenker

Keyword(s):

Normal Distribution ◽

Asymptotic Distribution ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Multivariate Normal Distribution ◽

Likelihood Ratio Test Statistic ◽

Multivariate Normal ◽

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Power of the likelihood ratio test on the mean vector of the multivariate normal distribution with missing observations

10.1093/biomet/60.2.365 ◽

1973 ◽

Vol 60 (2) ◽

pp. 365-368 ◽

Author(s):

DONALD F. MORRISON ◽

DINESH S. BHOJ

Keyword(s):

Normal Distribution ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Multivariate Normal Distribution ◽

Missing Observations ◽

Multivariate Normal ◽

The Mean ◽

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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 ◽

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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Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices

Statistics & Probability Letters ◽

10.1016/0167-7152(94)00037-9 ◽

1994 ◽

Vol 21 (5) ◽

pp. 395-403 ◽

Author(s):

Dean M. Young ◽

John W. Seaman ◽

Laurie M. Meaux

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Covariance Matrices ◽

Modified Likelihood Ratio Test ◽

Modified Likelihood ◽

Dependency Structures

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A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(99)00024-5 ◽

1999 ◽

Vol 81 (1) ◽

pp. 95-111 ◽

Author(s):

Guoyong Jiang ◽

Sanat K. Sarkar ◽

Francis Hsuan

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Covariance Matrices ◽

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The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting

Test ◽

10.1007/s11749-014-0418-y ◽

2014 ◽

Vol 24 (2) ◽

pp. 386-416 ◽

Author(s):

Carlos A. Coelho ◽

Barry C. Arnold ◽

Filipe J. Marques

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Test Statistics ◽

Multivariate Normal ◽

Exact Distributions

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The Exact Likelihood Ratio Test for Equality of Two Normal Populations

The American Statistician ◽

10.1080/00031305.2012.707083 ◽

2012 ◽

Vol 66 (3) ◽

pp. 180-184 ◽

Author(s):

Lingyun Zhang ◽

Xinzhong Xu ◽

Gemai Chen

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Normal Populations

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INFLUENCE FUNCTION OF THE LIKELIHOOD RATIO TEST STATISTIC FOR MULTIVARIATE NORMAL SAMPLE

Communication in Statistics- Theory and Methods ◽

10.1081/sta-120006068 ◽

2002 ◽

Vol 31 (8) ◽

pp. 1273-1281 ◽

Author(s):

Kang-Mo Jung

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Influence Function ◽

Likelihood Ratio Test Statistic ◽

Normal Sample ◽

Multivariate Normal ◽

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