Asymptotic expansions for a class of tests for a general covariance structure under a local alternative

DOI10.1016/j.jmva.2011.03.002zbMath1274.62387OpenAlexW2001617257MaRDI QIDQ538188

Hirofumi Wakaki, Hiroaki Shimizu

Publication date: 23 May 2011

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.002

zbMATH Keywords

asymptotic expansionsphericity testlocal alternativelinear structureclass of test statisticsgeneral covariance structurenon-null distributionpower comparison

Mathematics Subject Classification ID

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

Cites Work

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• The likelihood ratio criterion for a composite hypothesis under a local alternative
• 10 Structural Equation Modeling
• On Bartlett's Test and Lehmann's Test for Homogeneity of Variances
• Multivariate Statistics

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