ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX

DOI10.1017/S026646661500033XzbMath1442.62754arXiv1404.1310MaRDI QIDQ2981825

David Preinerstorfer, Benedikt M. Pötscher

Publication date: 10 May 2017

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.1310

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

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