Locally Best Invariant Test for Sphericity and the Limiting Distributions
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Publication:5664687
DOI10.1214/aoms/1177692481zbMath0251.62036OpenAlexW2092331786MaRDI QIDQ5664687
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692481
Related Items (22)
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity ⋮ Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity ⋮ Asymptotic distributions of two test statistics for testing independence with missing data ⋮ On stochastic majorization of the eigenvalues of a Wishart matrix ⋮ Complex elliptically symmetric distributions ⋮ Asymptotic power of sphericity tests for high-dimensional data ⋮ On the sphericity test with large-dimensional observations ⋮ Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data ⋮ Inference on covariance matrices under rank restrictions ⋮ Testing sphericity using small samples ⋮ 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 ⋮ Asymptotic nonnull distributions of certain test criteria for a covariance matrix ⋮ Invariant Polynomials and Related Tests ⋮ Power Function Studies ⋮ On some tests of the covariance matrix under general conditions ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Properties of some test criteria for covariance matrix ⋮ Tests and estimates of shape based on spatial signs and ranks ⋮ Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison ⋮ Testing non-additivity (interaction) in two-way ANOVA tables with no replication ⋮ Asymptotic non-null distribution for the locally most powerful invariant test for sphericity
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