On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations |
scientific article; zbMATH DE number 148934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations |
scientific article; zbMATH DE number 148934 |
Statements
On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (English)
0 references
1 April 1993
0 references
logarithm transformation
0 references
covariance matrix
0 references
local alternatives
0 references
higher moments
0 references
\(t\) distribution
0 references
normal model
0 references
power
0 references
likelihood ratio test
0 references
Nagao's test for sphericity
0 references
bootstrap approximation
0 references
asymptotic expansion method
0 references
0 references
