Percentage points of LRC for testing equality of covariance matrices under intraclass correlation structure

The exact null distribution of the likelihood ratio test statistic for testing equality of covariance matrices of q compound symmetric Gaussian models (bivariate or trivariate) has been obtained and percentage points for q ⩽ 5 have been computed. The inverse Mellin transform and calculus of residues...

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Bibliographic Details
Published in:Communications in statistics. Simulation and computation 2017-05, Vol.46 (5), p.3855-3869
Main Authors: Gupta, Arjun K., Nagar, Daya K., Gómez, Armando
Format: Article
Language:English
Subjects:
Bivariate analysis
Calculus
Correlation analysis
Covariance matrix
Distribution
Intraclass correlation
Inverse Mellin transform
Likelihood ratio
Mathematical analysis
Matrix methods
Mellin transforms
Null moments
Primary 62H40
Residue theorem
Secondary 62H10
Test criterion
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Summary:The exact null distribution of the likelihood ratio test statistic for testing equality of covariance matrices of q compound symmetric Gaussian models (bivariate or trivariate) has been obtained and percentage points for q ⩽ 5 have been computed. The inverse Mellin transform and calculus of residues have been used to derive these results.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2015.1026987