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Percentage points of LRC for testing equality of covariance matrices under intraclass correlation structure. (English) Zbl 1368.62179

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
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