Properties of some test criteria for covariance matrix

DOI10.1007/BF02504758zbMath0362.62058MaRDI QIDQ1239999

Hisao Nagao

Publication date: 1976

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations

Cites Work

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• Asymptotic nonnull distributions of certain test criteria for a covariance matrix
• 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
• On some test criteria for covariance matrix
• Locally Best Invariant Test for Sphericity and the Limiting Distributions

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