Asymptotic formulae for the distribution of a multivariate test statistic: Power comparisons of certain multivariate tests
Document Type
Article
Publication Date
1-1-1971
Abstract
SUMMARY: An asymptotic formula is derived for the distribution function of a familiar statistic used in testing the general linear hypothesis in multivariate analysis. The powers of three familar criteria for testing the multivariate general linear hypothesis are compared for moderately large sample sizes. © 1971 Oxford University Press.
Keywords
Asymptotic distributions of multivariate test statistics, Comparison of powers of tests of multivariate linear hypothesis, Likelihood ratio test, Wilks's test
Divisions
Science
Publication Title
Biometrika
Volume
58
Issue
3
Publisher
Oxford University Press
COinS