Asymptotic Non-Null Distributions of the Likelihood Ratio Criteria for Covariance Matrix Under Local Alternatives
局部备择下协方差矩阵似然比检验的非零假设渐近分布
Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for testing the equality of a covariance matrix, equality of a mean vector and a covariance matrix, independence between two sets of variates, equality of two covariance matrices, in multivariate normal distributions are derived under the sequence of alternative hypotheses converging to the null hypothesis when the sample size tends to infinity. Numerical accuracies of the asymptotic…