On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
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- Wakaki, Hirofumi & Eguchi, Shinto & Fujikoshi, Yasunori, 1990. "A class of tests for a general covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 32(2), pages 313-325, February.
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- Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko, 2005. "The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 237-264, October.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-07 (All new papers)
- NEP-ECM-2008-12-07 (Econometrics)
- NEP-ORE-2008-12-07 (Operations Research)
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