Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap

DOI10.1080/03610928808829648zbMath0644.62063OpenAlexW2091960878MaRDI QIDQ3787309

Yiu-Man Chan, Muni S. Srivastava

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829648

zbMATH Keywords

bootstrap methodlikelihood ratio testEdgeworth expansionpower comparisonslocally most powerful invariant testtests for sphericitytrivariate normal population

Mathematics Subject Classification ID

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

Related Items (5)

Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution ⋮ On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations ⋮ Some tests for the covariance matrix with fewer observations than the dimension under non-normality ⋮ Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

Cites Work

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• Simulated power functions
• Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
• On the validity of the formal Edgeworth expansion
• Asymptotic non-null distribution for the locally most powerful invariant test for sphericity
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• The distribution of a statistic used for testing sphericity of normal distributions

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