NONNULL DISTRIBUTION OF LRC FOR TESTING HOMOGENEITY OF COVARIANCE MATRICES OF COMPLETELY SYMMETRIC GAUSSIAN MODELS

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A. K. GUPTA
D. K. NAGAR
VIPIN TAYAL

Abstract




The nonnull moments of the likelihood ratio statistic for testing equality of covariance matrices of completely symmetric Gaussian models are obta.ined in terms of the Lauricella's hypergeometric functions and also in terms of zonal polynomials. Then the nonnull asymptotic distribution of the statistic is derived under certain alternatives for unequal samples.




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GUPTA, A. K., NAGAR, D. K., & TAYAL, V. (1991). NONNULL DISTRIBUTION OF LRC FOR TESTING HOMOGENEITY OF COVARIANCE MATRICES OF COMPLETELY SYMMETRIC GAUSSIAN MODELS. Tamkang Journal of Mathematics, 22(1), 13–24. https://doi.org/10.5556/j.tkjm.22.1991.4563
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References

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