Title

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

Journal Title

American Journal of Mathematical and Management Sciences

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