Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions

DOI10.1016/0047-259X(87)90153-9zbMath0651.62049MaRDI QIDQ1106588

Ashis Sen Gupta

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

multivariate normal populationslikelihood ratio testscalculus of residuesPincherle's H-functionstandardized generalized variance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Related Items (20)

An R² statistic for covariance model selection in the linear mixed model ⋮ Testing variability in multivariate quality control: a conditional entropy measure approach ⋮ Test for equality of standardized generalized variance with different dimensions under high-dimensional settings ⋮ Test for generalized variance in signal processing ⋮ Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions ⋮ Inferences on the ratio of two generalized variances: independent and correlated cases ⋮ COSTLY INFORMATION AND SOVEREIGN RISK ⋮ A new confidence interval for standardized generalized variances of k -multivariate normal populations ⋮ Nonparametric test for the homogeneity of the overall variability ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation ⋮ Generalizations of barlett's and hartley's tests of homogeneity using “overall variability” ⋮ Testing equality of generalized variances of k multivariate normal populations ⋮ On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables ⋮ The minimum regularized covariance determinant estimator ⋮ Simplicial variances, potentials and Mahalanobis distances ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ Revisiting the Gelman-Rubin diagnostic ⋮ Test for Generalized Variance in Factor Analysis Model ⋮ A principled stopping rule for importance sampling

Cites Work

• On the Determination of Critical Values for Bartlett's Test
• Exact percentage points for testing independence
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Distribution of a Product and the Structural Set Up of Densities
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