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An approximation theorem for likelihood ratios

โœ Scribed by Tom S. Pitcher


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
142 KB
Volume
8
Category
Article
ISSN
0047-259X

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Likelihood Ratio Tests for Principal Com
โœ L. Dumbgen ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 425 KB

A particular class of tests for the principal components of a scatter matrix \(\Sigma\) is proposed. In the simplest case one wants to test whether a given vector is an eigenvector of \(\Sigma\) corresponding to its largest eigenvalue. The test statistics are likelihood ratio statistics for the clas