Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices

DOI10.1016/0047-259X(78)90062-3zbMath0387.62043MaRDI QIDQ1249911

B. N. Nagarsenker

Publication date: 1978

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
• Central and noncentral distributions of Wilks' statistic in MANOVA as mixtures of incomplete beta functions
• On the asymptotic distributions of some statistics used for testing \(\Sigma_1=\Sigma_2\)
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples