Likelihood ratio tests for covariance hypotheses generating commutative quadratic subspaces |
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| Authors: | Mohamed Y. El Bassiouni |
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| Affiliation: | Institute Of Statistical Studies And Research Cairo University , Cairo, Egypt |
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| Abstract: | We show that the likelihood ratio (LR) tests, for covariance hypotheses in multivariate normal models, take the form of a product of powers of independent beta variates whenever the covariance matrices generate a commutative quadratic subspace (CQS), See Seely (1971), under both the model and the hypothesis. |
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| Keywords: | balanced mixed models explicit max imum likelihood estimates multivariate normal models variance components |
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