Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2013.863933 ◽

2016 ◽

Vol 45 (5) ◽

pp. 1435-1452 ◽

Author(s):

D. Najarzadeh ◽

M. Khazaei ◽

M. Ganjali

Keyword(s):

Performance Evaluation ◽

Likelihood Ratio ◽

Covariance Matrices ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Normal Populations

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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 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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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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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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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 Tests for a Change in the Multivariate Normal Mean

Journal of the American Statistical Association ◽

10.1080/01621459.1986.10478260 ◽

1986 ◽

Vol 81 (393) ◽

pp. 199-204 ◽

Author(s):

M. S. Srivastava ◽

K. J. Worsley

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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A Test for Equality of Means of Multivariate Normal Distributions when Covariance Matrices are Unequal

Calcutta Statistical Association Bulletin ◽

10.1177/0008068319710404 ◽

1971 ◽

Vol 20 (4) ◽

pp. 153-156 ◽

Author(s):

R. P. Bhargava

Keyword(s):

Covariance Matrices ◽

Multivariate Normal ◽

Normal Distributions ◽

Normal Populations ◽

Equality Of Means ◽

Multivariate Normal Distributions ◽

Test Of Significance

Summary In this paper a test of significance is given for testing the equality of means of q+ 1 multivariate normal populations ( q > 1) when their covariance matrices are unequal and unknown.

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The distributions of the likelihood ratio statistics for tests of certain covariance structures of complex multivariate normal populations

10.1093/biomet/63.3.543 ◽

1976 ◽

Vol 63 (3) ◽

pp. 543-549 ◽

Author(s):

P. R. KRISHNAIAH ◽

JACK C. LEE ◽

T. C. CHANG

Keyword(s):

Likelihood Ratio ◽

Covariance Structures ◽

Multivariate Normal ◽

Normal Populations ◽

Likelihood Ratio Statistics

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The Power of Likelihood Ratio Tests for Homogeneity of Two Normal Populations.

Ouyou toukeigaku ◽

10.5023/jappstat.31.141 ◽

2002 ◽

Vol 31 (2) ◽

pp. 141-162

Author(s):

Yasuhiko Takemoto ◽

Ikuo Arizono

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Normal Populations

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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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