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

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.

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Year of publication:	1989
Authors:	Anderson, T. W.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 30.1989, 1, p. 72-79
Publisher:	Elsevier
Keywords:	multivariate components of variance test of rank likelihood ratio criterion asymptotic distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221710