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Original Articles

Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity

Pages 135-163
Published online: 14 Aug 2013
 

SYNOPTIC ABSTRACT

Let λ* be the modified likelihood ratio criterion for testing the multisample sphericity hypothesis H: Σj = σ2I, j = 1, …, k, where Σj is the positive definite covariance matrix of the jth normal population. Asymptotic expansions for the distribution of λ* are derived, under two classes of local alternatives. The results are an extension of those in Khatri and Srivastava (1974) in multisample sphericity.

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