Gupta, Arjun K.; Nagar, Daya K.; Gómez, Armando Percentage points of LRC for testing equality of covariance matrices under intraclass correlation structure. (English) Zbl 1368.62179 Commun. Stat., Simulation Comput. 46, No. 5, 3855-3869 (2017). Summary: The exact null distribution of the likelihood ratio test statistic for testing equality of covariance matrices of \(q\) compound symmetric Gaussian models (bivariate or trivariate) has been obtained and percentage points for \(q \leq 5\) have been computed. The inverse Mellin transform and calculus of residues have been used to derive these results. MSC: 62H99 Multivariate analysis 62H10 Multivariate distribution of statistics 62E15 Exact distribution theory in statistics Keywords:distribution; intraclass correlation; inverse Mellin transform; null moments; residue theorem; test criterion PDFBibTeX XMLCite \textit{A. K. Gupta} et al., Commun. Stat., Simulation Comput. 46, No. 5, 3855--3869 (2017; Zbl 1368.62179) Full Text: DOI References: [1] Abramowitz M., 1965 [2] Apostol T. M., 2010 pp 601– [3] Askey R. A., 2010 pp 135– [4] Fisher R. A., 1973, 14. ed. [5] Gupta A. K., 1986 17 (4) pp 7– [6] Gupta A. K., 1987 16 (11) pp 3323– [7] Gupta A. K., 1984 71 (3) pp 555– [8] Han C. P., 1975 27 (2) pp 349– [9] Krishnaiah P. R., 1967 38 pp 1286– [10] Nagar D. K., 2004a 47 (1) pp 79– [11] Nagar D. K., 2004 156 (2) pp 551– [12] Nagar D. K., 1988 29 pp 225– [13] Nagar D. K., 2004b 2 (2) pp 199– [14] Quereshi M. Y., 1969 80 (1) pp 99– [15] Roy J., 1960a 14 (3) pp 203– [16] Roy J., 1960b 22 pp 267– [17] Srivastava M. S., 1695 36 pp 1802– [18] Srivastava M. S., 1987 pp 341– [19] Votaw (Jr.) D. F., 1948 19 pp 447– [20] Votaw (Jr.) D. F., 1950 6 pp 259– [21] Wilks S. S., 1946 17 pp 257– [22] Winer B. J., 1971 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.