Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives

DOI10.1006/jmva.1995.1073zbMath0898.62018OpenAlexW2092480698MaRDI QIDQ1907816

Sumitra Purkayastha, Muni S. Srivastava

Publication date: 26 October 1998

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

Full work available at URL: https://doi.org/10.1006/jmva.1995.1073

zbMATH Keywords

covariance matrixasymptotic expansionslocal alternativescharacteristic rootselliptical distributionpower functionslikelihood ratio criterionfamilial data

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Estimation and Testing of Parameters in Multivariate Laplace Distribution ⋮ On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions

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