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

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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 ◽

Author(s):

Michael D. Perlman

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Normal Populations

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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

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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

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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 ◽

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Hierarchic likelihood ratio tests for equality of covariance matrices

Journal of Statistical Computation and Simulation ◽

10.1080/00949659008811235 ◽

1990 ◽

Vol 35 (1-2) ◽

pp. 91-99 ◽

Author(s):

J. C. W. Rayner ◽

B. E. J. Manly ◽

G. F. Liddell

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests

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On the max u-ratio and likelihood ratio tests of equality of several covariance matrices

Communication in Statistics- Theory and Methods ◽

10.1080/03610927408827102 ◽

1974 ◽

Vol 3 (1) ◽

pp. 29-53 ◽

Author(s):

K. C. S. Pillai ◽

Dennis L Young Purdue

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests

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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 ◽

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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 ◽

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 ◽

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Likelihood Ratio Tests for Relationships between Two Covariance Matrices.

10.21236/ada125162 ◽

1982 ◽

Author(s):

C. Radhakrishna Rao

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests

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LIKELIHOOD RATIO TESTS OF STATISTICAL HYPOTHESES ASSOCIATED WITH PATTERNED COVARIANCE MATRICES IN PSYCHOLOGY

British Journal of Mathematical and Statistical Psychology ◽

10.1111/j.2044-8317.1970.tb00438.x ◽

1970 ◽

Vol 23 (2) ◽

pp. 89-120 ◽

Author(s):

Bishwa Nath Mukherjee

Keyword(s):

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Statistical Hypotheses ◽

Patterned Covariance ◽

Patterned Covariance Matrices

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