Asymptotic formulae for the distributions of some criteria for tests of equality of covariance matrices

DOI10.1016/0047-259X(71)90012-1zbMath0255.62046MaRDI QIDQ2558730

Yanyan Li

Publication date: 1971

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05)

Related Items (5)

Testing the equality of several covariance matrices ⋮ Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Asymptotic expansion of the non-null distribution of the ratio of two conditionally independent Hotelling's \(T^2_0\)-statistics ⋮ Asymptotic distribution of Hotelling's trace for two unequal covariance matrices and robustness study of test of equality of mean vectors

Cites Work

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• On the distributions of the Hotelling's \(T^ 2\)-statistics
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• Some New Test Criteria in Multivariate Analysis

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