Power Function Studies

DOI10.1080/01966324.1989.10737253zbMath0718.62109OpenAlexW1994123235MaRDI QIDQ5750172

Edward M. Carter

Publication date: 1989

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1989.10737253

zbMATH Keywords

robustnesspowerasymptoticsphericityMANOVAequality of covariances

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• On some distribution problems in Manova and discriminant analysis
• Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria
• Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices
• Unbiasedness of invariant tests for MANOVA and other multivariate problems
• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
• Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
• Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
• Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
• Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
• The general MANOVA problem
• On monotonicity of the modified likelihood ratio test for the equality of two covariances
• Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
• A monotonicity property of the power functions of some invariant tests for MANOVA
• On the monotonicity of the power functions of tests based on traces of multivariate beta matrices
• Monotonicity of the power functions of some tests in general MANOVA models
• The distribution of the sphericity test criterion
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• On some test criteria for covariance matrix
• On the power of Wilks' U-test for MANOVA
• The Admissibility of Hotelling's $T^2$-Test
• Charts of Some Upper Percentage Points of the Distribution of the Largest Characteristic Root
• Robust statistics for testing mean vectors of multivariate distributions
• Asymptotic non-null distribution for the locally most powerful invariant test for sphericity
• On the robustness of hotelling's T²-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
• Asymptotic distribution of the latent roots of the noncentral wishart distribution and the power of the likelihood ratio test for nonadditivity
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic distribution of the sample roots for a nonnormal population
• The Generalization of Student's Ratio
• Powers of the largest latent root test of ∑= I
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• A Class of Tests with Monotone Power Functions for Two Problems in Multivariate Statistical Analysis
• On Tests of the Equality of Two Covariance Matrices
• On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance
• On the Exact Distributions of the Criterion $W$ for Testing Sphericity in a $p$-Variate Normal Distribution
• Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
• On the Exact Distributions of Likelihood Ratio Criteria for Testing Independence of Sets of Variates Under the Null Hypothesis
• On the exact distribution of Wilks's criterion
• The order statistics of the negative binomial distribution
• Minimax Character of Hotelling's $T^2$ Test in the Simplest Case
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
• Monotonicity of the Power Functions of Some Tests of the Multivariate Linear Hypothesis
• Monotonicity of the Power Functions of Some Tests of Independence between Two Sets of Variates
• The Exact Distribution of Wilks' Criterion
• Asymptotic formulae for the distribution of a multivariate test statistic: Power comparisons of certain multivariate tests
• The distribution of a statistic used for testing sphericity of normal distributions
• Percentile approximations for a class of likelihood ratio criteria
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• On the Test of Independence Between Two Sets of Variates
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• On the Power of the $L_1$ Test for Equality of Several Variances
• Distribution of the Sum of Roots of a Determinantal Equation under a Certain Condition
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Some New Test Criteria in Multivariate Analysis

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