Distribution of the likelihood ratio statistic for testing homogeneity of covariance matrices of completely symmetric Gaussian models
In this article the distribution of the likelihood ratio test statistic for testing equality of covariance matrices of completely symmetric Gaussian models has been derived in beta series. Comparison of results with the exact results has also been done.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2007-10-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/74 |