Asymptotic nonnull distributions of certain test criteria for a covariance matrix

DOI10.1016/0047-259X(74)90022-0zbMath0321.62059MaRDI QIDQ1223106

Hisao Nagao

Publication date: 1974

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (7)

On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations ⋮ A geometric look at nuisance parameter effect of local powers in testing hypothesis ⋮ Invariant Polynomials and Related Tests ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Properties of some test criteria for covariance matrix ⋮ Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison ⋮ Asymptotic expansions of the distributions of some test statistics

Cites Work

• Unnamed Item
• Unnamed Item
• On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
• Simultaneous tests for equality of latent roots against certain alternatives. II
• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
• Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
• Nonnull distributions of two test criteria for independence under local alternatives
• Simultaneous tests for equality of latent roots against certain alternatives. I
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• On some test criteria for covariance matrix
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• Locally Best Invariant Test for Sphericity and the Limiting Distributions

This page was built for publication: Asymptotic nonnull distributions of certain test criteria for a covariance matrix