The Annals of Statistics

Asymptotic Non-Null Distributions of the Likelihood Ratio Criteria for Covariance Matrix Under Local Alternatives

Nariaki Sugiura

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Abstract

Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for testing the equality of a covariance matrix, equality of a mean vector and a covariance matrix, independence between two sets of variates, equality of two covariance matrices, in multivariate normal distributions are derived under the sequence of alternative hypotheses converging to the null hypothesis when the sample size tends to infinity. Numerical accuracies of the asymptotic formulas are also examined.

Article information

Source
Ann. Statist., Volume 1, Number 4 (1973), 718-728.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176342466

Digital Object Identifier
doi:10.1214/aos/1176342466

Mathematical Reviews number (MathSciNet)
MR347001

Zentralblatt MATH identifier
0261.62040

JSTOR
links.jstor.org

Citation

Sugiura, Nariaki. Asymptotic Non-Null Distributions of the Likelihood Ratio Criteria for Covariance Matrix Under Local Alternatives. Ann. Statist. 1 (1973), no. 4, 718--728. doi:10.1214/aos/1176342466. https://projecteuclid.org/euclid.aos/1176342466


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