A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices

DOI10.1214/aoms/1177703264zbMath0211.50403OpenAlexW2072241079MaRDI QIDQ5612963

T. W. Anderson, Somesh Das Gupta

Publication date: 1965

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177703264

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (13)

A power function of statistical tests dependent on elementary symmetric polynomials ⋮ On stochastic majorization of the eigenvalues of a Wishart matrix ⋮ Invariant scale matrix hypothesis tests under elliptical symmetry ⋮ The distribution of the characteristic roots of \(S_ 1 S_ 2^{-1}\) under violations in the complex case and power comparisons of four tests ⋮ Testing dimensionality in the multivariate analysis of variance ⋮ On an optimum test of the equality of two covariance matrices ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Power Function Studies ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ On the distribution of the second elementary symmetric function of the roots of a matrix ⋮ Some inequalities for symmetric convex sets with applications ⋮ Monotonicity of the power functions of some tests of hypotheses concerning multivariate complex normal distributions ⋮ A multivariate one-way classification model with random effects

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