Une unification des tests du maximum de vraisemblance de la loi normale multidimensionnelle

Alain Cadet

Annals of Economics and Statistics, 1991, issue 24, 89-119

Abstract: This article develops a general theory of maximum likelihood tests for the multivariate normal laws. The means lie in vector spaces and the form of the correlation matrices is related to a group structure. Interest is put on nested hypothesis, both in the means and on the correlation matrices. This theory covers almost all usual multivariate tests. In a second part, the general properties are verified directly in the case of the usual tests, using integral calculus on manifolds and on Lie groups.

Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1991:i:24:p:89-119

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