On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations

DOI10.1016/0047-259X(92)90039-IzbMath0763.62006MaRDI QIDQ1206455

Hisao Nagao, Muni S. Srivastava

Publication date: 1 April 1993

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

zbMATH Keywords

likelihood ratio testbootstrap approximationcovariance matrixpowerlocal alternatives\(t\) distributionasymptotic expansion methodnormal modelhigher momentslogarithm transformationNagao's test for sphericity

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items

Robust estimation of the SUR model, Estimation and Testing of Parameters in Multivariate Laplace Distribution, Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution, Some tests for the covariance matrix with fewer observations than the dimension under non-normality, Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison, The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

Cites Work

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• Locally Best Invariant Test for Sphericity and the Limiting Distributions