Asymptotic non-null distribution for the locally most powerful invariant test for sphericity

DOI10.1080/03610928308828564zbMath0564.62010OpenAlexW1991279901MaRDI QIDQ3678459

Edward M. Carter, Muni S. Srivastava

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828564

zbMATH Keywords

likelihood ratio testlocal alternativesWishart distributionnon-null distributionpower comparisonsmonotone power functionlocally most powerful invariant test for sphericity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap ⋮ Inference on covariance matrices under rank restrictions ⋮ Invariant Polynomials and Related Tests ⋮ Power Function Studies

Cites Work

• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
• Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
• On some test criteria for covariance matrix
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• The distribution of a statistic used for testing sphericity of normal distributions
• Locally Best Invariant Test for Sphericity and the Limiting Distributions

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