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Exact Non-Null Distribution of the Likelihood Ratio Criteria for Covariance Matrix

✍ Scribed by B. N. Nagarsenker


Book ID
125175940
Publisher
John Wiley and Sons
Year
1976
Tongue
French
Weight
967 KB
Volume
4
Category
Article
ISSN
0319-5724

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Approximating the Non-Null Distribution
✍ Prof. H. B. Lawal πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 381 KB πŸ‘ 3 views

This paper is concerned with investigation into the behavior of the likelihood ratio test statistic G2 when the alternative hypothesis M ( Q ) is the true model. Exact moments of G2 are computed empirically and three approximations are considered for approximating the non-null distribution of G2. Ou