Some tests for the covariance matrix with fewer observations than the dimension under non-normality

DOI10.1016/j.jmva.2011.03.003zbMath1274.62388OpenAlexW1985720541MaRDI QIDQ538191

Tõnu Kollo, Dietrich von Rosen, Muni S. Srivastava

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.2011.03.003

Mathematics Subject Classification ID

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

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Cites Work

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