On stochastic majorization of the eigenvalues of a Wishart matrix

DOI10.1016/0024-3795(95)00594-3zbMath0843.62060OpenAlexW1971487566MaRDI QIDQ1914242

Michael D. Perlman

Publication date: 21 August 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00594-3

zbMATH Keywords

monotonicityeigenvaluescovariance matrixunbiasednessmultivariate normal distributionmajorization orderingpower functionsorthogonally invariant acceptance regionsorthogonally invariant testsrandom Wishart matrixtests of invariant hypotheses

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01) Inequalities involving eigenvalues and eigenvectors (15A42)

Cites Work

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• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• Inequalities: theory of majorization and its applications

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