Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives

DOI10.1007/BF02479835zbMath0396.62040OpenAlexW2089040490MaRDI QIDQ1253513

Hisao Nagao

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1007/bf02479835

zbMATH Keywords

Asymptotic Nonnull DistributionsEquality of Covariance MatricesLocal AlternativesModified Likelihood-RatioTest Criteria

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (8)

Test of homogeneity of multiple parameters ⋮ Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity ⋮ 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 ⋮ Properties of some test criteria for covariance matrix ⋮ The new test criterion for the homogeneity of parameters of several populations

Cites Work

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• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
• Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis
• On some test criteria for covariance matrix
• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
• Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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