ON A LIKELIHOOD RATIO TEST FOR INDEPENDENCE

被引：4

作者：

ALLAIRE, J ^{[1
]}

LEPAGE, Y ^{[1
]}

机构：

[1] UNIV MONTREAL,DEPT MATH & STAT,MONTREAL H3C 3J7,QUEBEC,CANADA

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 11卷 / 05期

关键词：

LIKELIHOOD-RATIO TEST; MAXIMUM LIKELIHOOD ESTIMATOR; MULTIVARIATE NORMAL DISTRIBUTION; BLOC-DIAGONAL MATRIX;

D O I：

10.1016/0167-7152(91)90194-V

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The likelihood-ratio (LR) statistic is derived for testing the hypothesis of independence between k subvectors of a normally distributed random vector X against the alternative that exactly s, 2 less-than-or-equal-to s less-than-or-equal-to k, subvectors are dependent. A null asymptotic distribution for the LR statistic is also presented.

引用

页码：449 / 452

页数：4

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