Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
Sugiura, Nariaki ; Fujikoshi, Yasunori
Ann. Math. Statist., Tome 40 (1969) no. 6, p. 942-952 / Harvested from Project Euclid
Asymptotic non-null distribution of the likelihood ratio criterion for testing the linear hypothesis in multivariate analysis is obtained up to the order $N^{-2}$, where $N$ means the sample size, by using the characteristic function expressed in terms of hypergeometric function with matrix argument. This result holds without any assumption on the rank of non-centrality matrix. Asymptotic non-null distribution of the likelihood ratio criterion for independence between two sets of variates is also obtained up to the order $N^{-1}$.
Publié le : 1969-06-14
Classification: 
@article{1177697599,
     author = {Sugiura, Nariaki and Fujikoshi, Yasunori},
     title = {Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence},
     journal = {Ann. Math. Statist.},
     volume = {40},
     number = {6},
     year = {1969},
     pages = { 942-952},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177697599}
}
Sugiura, Nariaki; Fujikoshi, Yasunori. Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence. Ann. Math. Statist., Tome 40 (1969) no. 6, pp.  942-952. http://gdmltest.u-ga.fr/item/1177697599/