Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
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Publication:1232875
DOI10.1007/BF02479386zbMath0344.62022MaRDI QIDQ1232875
Publication date: 1973
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)
Related Items (8)
Asymptotic nonnull distributions of certain test criteria for a covariance matrix ⋮ Invariant Polynomials and Related Tests ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Power Function Studies ⋮ Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity ⋮ Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives ⋮ Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison ⋮ Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
Cites Work
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- Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
- A Test of Variances
- A Note on the Sphericity Test
- Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
- On Bartlett's Test and Lehmann's Test for Homogeneity of Variances
- Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
- Properties of sufficiency and statistical tests
- TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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