• Corpus ID: 238407892

Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices

@inproceedings{Guo2021AsymptoticDF,
  title={Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices},
  author={Wenchuan Guo and Yongcheng Qi},
  year={2021}
}
Consider k independent random samples from p-dimensional multivariate normal distributions. We are interested in the limiting distribution of the log-likelihood ratio test statistics for testing for the equality of k covariance matrices. It is well known from classical multivariate statistics that the limit is a chi-square distribution when k and p are fixed integers. Jiang and Yang [12] and Jiang and Qi [11] have obtained the central limit theorem for the log-likelihood ratio test statistics… 
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