Comparison of powers of a class of tests for covariance matrices (Q1120229)
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scientific article; zbMATH DE number 4100434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of powers of a class of tests for covariance matrices |
scientific article; zbMATH DE number 4100434 |
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Comparison of powers of a class of tests for covariance matrices (English)
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1988
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This paper is concerned with problems of testing the hypotheses (i) for the equality of covariance matrices to a given matrix, (ii) for the sphericity and (iii) for the equality of two covariance matrices. When the underlying distribution is normal, the commonly used tests for testing these hypotheses are the likelihood ratio tests.
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testing for equality of covariance matrices
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testing for
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sphericity
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power comparisons
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asymptotic expansions
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local
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alternatives
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likelihood ratio tests
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