Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison
From MaRDI portal
Publication:4715615
DOI10.1080/01966324.1995.10737405zbMath0868.62049OpenAlexW1971148364WikidataQ58135015 ScholiaQ58135015MaRDI QIDQ4715615
Publication date: 14 January 1997
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1995.10737405
Mellin transformlikelihood ratio testasymptotic approximationgraphszonal polynomialslocally best invariant testpower comparisonsasymptotic powerstesting sphericitytrivariate normal distributionnonnull density
Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)
Cites Work
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
- Asymptotic nonnull distributions of certain test criteria for a covariance matrix
- Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
- Fitting sampling distribution agreeing in support and moments and tables of critical values of sphericity criterion
- Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
- The distribution of the sphericity test criterion
- On some test criteria for covariance matrix
- Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap
- The local power of the efficient scores test statistic
- Exact Non-Null Distribution of the Likelihood Ratio Criteria for Covariance Matrix
- Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
- The distribution of a statistic used for testing sphericity of normal distributions
- Locally Best Invariant Test for Sphericity and the Limiting Distributions
