The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variance

T. W. Anderson

Journal of Multivariate Analysis, 1989, vol. 30, issue 1, 72-79

Abstract: In the balanced multivariate components of variance the likelihood ratio criterion depends on the roots of a determinantal equation involving the "between" and "within" matric sums of squares. The limiting distribution of -2 times the logarithm of the criterion is characterized; it is not a [chi]2-distribution.

Keywords: multivariate; components; of; variance; test; of; rank; likelihood; ratio; criterion; asymptotic; distribution (search for similar items in EconPapers)
Date: 1989
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