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INFLUENCE FUNCTION OF THE LIKELIHOOD RATIO TEST STATISTIC FOR MULTIVARIATE NORMAL SAMPLE |
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| Abstract: | ABSTRACT We derive the influence function of the likelihood ratio test statistic for multivariate normal sample. The derived influence function does not depend on the influence functions of the parameters under the null hypothesis. So we can obtain directly the empirical influence function with only the maximum likelihood estimators under the null hypothesis. Since the derived formula is a general form, it can be applied to influence analysis on many statistical testing problems. |
| Keywords: | Influence function Likelihood ratio test Multivariate normal |