A class of tests for a general covariance structure

DOI10.1016/0047-259X(90)90089-ZzbMath0689.62039OpenAlexW2054974121MaRDI QIDQ581964

Shinto Eguchi, Hirofumi Wakaki, Yasunori Fujikoshi

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90089-z

zbMATH Keywords

eigenvaluesrandom matrixWishart distributionBartlett adjustment factorasymptotic expansion of the null distributiontesting a general covariance structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures ⋮ Projective power entropy and maximum Tsallis entropy distributions ⋮ Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators ⋮ Asymptotic expansions for a class of tests for a general covariance structure under a local alternative ⋮ Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses ⋮ Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables ⋮ Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality ⋮ Measures of multivariate dependence based on a distance between Fisher information matrices ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

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