Asymptotic expansions of the non-null distribution of the likelihood ratio criterion for multisample sphericity
Abstract
Let λ* be the modified likelihood ratio criterion for testing the multisample sphericity hypothesis H: Σj = σ2I, j = 1, …, k, where Σj is the positive definite covariance matrix of the jth normal population. Asymptotic expansions for the distribution of λ* are derived, under two classes of local alternatives. The results are an extension of those in Khatri and Srivastava (1974) in multisample sphericity.
Department(s)
Mathematics
Document Type
Article
DOI
https://doi.org/10.1080/01966324.1988.10737235
Keywords
Asymptotic expansions, Likelihood ratio test, Local alternatives, Multisample sphericity
Publication Date
1-1-1988
Recommended Citation
Moschopoulos, Panagis G. "Asymptotic expansions of the non-null distribution of the likelihood ratio criterion for multisample sphericity." American Journal of Mathematical and Management Sciences 8, no. 1-2 (1988): 135-163.
Journal Title
American Journal of Mathematical and Management Sciences
