On some tests of the covariance matrix under general conditions

DOI10.1007/s10463-005-0010-zzbMath1095.62071OpenAlexW2136388161MaRDI QIDQ2502129

Jin Xu, Arjun K. Gupta

Publication date: 12 September 2006

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

Full work available at URL: https://doi.org/10.1007/s10463-005-0010-z

zbMATH Keywords

Covariance matrixCharacteristic functionMultiple correlation coefficientCanonical correlationTest statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Testing hypotheses about covariance matrices in general MANOVA designs ⋮ An exact test about the covariance matrix ⋮ An exact test for a column of the covariance matrix based on a single observation ⋮ Testing equality between several populations covariance operators ⋮ Optimal rank-based tests for homogeneity of scatter ⋮ Testing the equality of several covariance matrices ⋮ Unbiased estimates for moments and cumulants in linear regression ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Testing a covariance matrix: exact null distribution of its likelihood criterion ⋮ Testing for independence of large dimensional vectors

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