Nonnull distributions of two test criteria for independence under local alternatives

DOI10.1016/0047-259X(73)90032-8zbMath0275.62046OpenAlexW2054057808MaRDI QIDQ2265773

Hisao Nagao

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1016/0047-259x(73)90032-8

Mathematics Subject Classification ID

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

Related Items (5)

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ 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 ⋮ Properties of some test criteria for covariance matrix

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• On some test criteria for covariance matrix
• Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
• On the Test of Independence Between Two Sets of Variates
• Some New Test Criteria in Multivariate Analysis

This page was built for publication: Nonnull distributions of two test criteria for independence under local alternatives