Asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation model

Arjun K. Gupta; Daya K. Nagar

doi:10.6092/issn.1973-2201/853

Asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation model

Authors

Arjun K. Gupta Bowling Green State University, Ohio
Daya K. Nagar University of Rajasthan, Jaipur

DOI:

https://doi.org/10.6092/issn.1973-2201/853

Abstract

In this paper the asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation structure is derived under certain alternatives for unequal samples.

How to Cite

Gupta, A. K., & Nagar, D. K. (1990). Asymptotic nonnull distribution of the likelihood ratio statistic for testing equality of covariance matrices under intraclass correlation model. Statistica, 50(4), 585–594. https://doi.org/10.6092/issn.1973-2201/853