Likelihood Ratio Tests on Covariance Matrices and Mean Vectors of Complex Multivariate Normal Populations and Their Applications in Time Series.

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 ◽  
Mean Vectors

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

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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