Invariant scale matrix hypothesis tests under elliptical symmetry

DOI10.1016/0047-259X(80)90054-8zbMath0439.62034MaRDI QIDQ1142513

M. A. Chmielewski

Publication date: 1980

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

zbMATH Keywords

elliptical symmetryinvariant testsscale matricesuncorrelated samples

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01)

Related Items (9)

Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions ⋮ Robustness study for a linear growth model ⋮ Invariant scale matrix hypothesis tests under elliptical symmetry ⋮ A statistical method for the serial comparison of vector cardiograms ⋮ Invariant tests for the equality of k scale parameters under spherical symmetry ⋮ Locally minimax tests in symmetrical distributions ⋮ On the cumulants of affine equivariant estimators in elliptical families ⋮ Relationships among classes of spherical matrix distributions ⋮ Some Inference Problems for Matrix Variate Elliptically Contoured Distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Invariant scale matrix hypothesis tests under elliptical symmetry
• Fitting sampling distribution agreeing in support and moments and tables of critical values of sphericity criterion
• General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers
• On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
• Properties of tests concerning covariance matrices of normal distributions
• Simultaneous tests for equality of latent roots against certain alternatives. I
• The distribution of the sphericity test criterion
• On a Property of a Test for the Equality of Two Normal Dispersion Matrices Against One-sided Alternatives
• A Note on the Sphericity Test
• On Tests of the Equality of Two Covariance Matrices
• Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
• A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
• The distribution of a statistic used for testing sphericity of normal distributions
• Extension of the normal theory to spherical families

This page was built for publication: Invariant scale matrix hypothesis tests under elliptical symmetry