Invariant Polynomials and Related Tests (Q5750167): Difference between revisions

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+https://doi.org/10.1080/01966324.1989.10737254
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+W1992927973
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@@ Property / cites work @@
+An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
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+Q3255781
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+Monotonicity of the Power Functions of Some Tests of Independence between Two Sets of Variates
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+An identity involving partitional generalized binomial coefficients
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+Asymptotic non-null distribution for the locally most powerful invariant test for sphericity
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+Distributions of some matrix variates and latent roots in multivariate Behrens-Fisher discriminant analysis
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+Multivariate Meixner classes of invariant distributions
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+Some properties of invariant polynomials with matrix arguments and their applications in econometrics
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+Some Non-Central Distribution Problems in Multivariate Analysis
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+The Distribution of Hotelling's Generalised $T_0^2$
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+Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
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+A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$
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+Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\)
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+Statistical distributions in univariate and multivariate Edgeworth populations
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+Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
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+On the effects of moderate multivariate nonnormality on Wilks's likelihood ratio criterion
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+On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
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+On a result of Roy and Gnanadesikan concerning multivariate variance components
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+Moments of linear discriminant functions and an asymptotic confidence interval for the log odds ratio
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+Some distribution theory relating to confidence regions in multivariate calibration
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+Techniques of multivariate calculation
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+Multivariate calculation. Use of the continuous groups
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+Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations
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+On the Sampling Theory of Roots of Determinantal Equations
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+A Note on the Sphericity Test
@@ Property / cites work: A Note on the Sphericity Test / rank @@
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+Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
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+Calculation of zonal polynomials of \(3\times 3\) positive definite symmetric matrices
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+On the distribution of the maximum latent root of a positive definite symmetric random matrix
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+On the distribution of the latent roots of a positive definite random symmetric matrix. I
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+On the derivation of the asymptotic distribution of the generalized Hotelling's \(T^2_0\)
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+The likelihood ratio criterion for a composite hypothesis under a local alternative
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+The likelihood ratio criterion and the asymptotic expansion of its distribution
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+Asymptotic distribution of a generalized Hotelling's T//\(0^ 2\) in the doubly noncentral case
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+On some formulas for weighted sum of invariant polynomials of two matrix arguments
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+Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
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+A theorem on the asymptotic behavior of a multiple integral
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+ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
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+Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
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+Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
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+The Distribution of the Latent Roots of the Covariance Matrix
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+The Distribution of Noncentral Means with Known Covariance
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+Zonal polynomials of the real positive definite symmetric matrices
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+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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+On matric variate-T distribution
@@ Property / cites work: On matric variate-T distribution / rank @@
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+The distribution of a statistic used for testing sphericity of normal distributions
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+Test for independence of two multivariate regression equations with different design matrices
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+On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance
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+Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
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+Q4191993
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+Asymptotic non-null distribution of a test connected with exponential populations
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+Asymptotic non-null distribution of a test of equality of exponential populations
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+Test of independence between tow sets of variates
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+On the expansion of \(C^*_{\rho}(V+I)\) as a sum of zonal polynomials
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+Eigenfunctions of expected value operators in the Wishart distribution. II
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+Formulas for zonal polynomials
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+Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
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+Measures of multivariate skewness and kurtosis with applications
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+Quadratic forms of a matric-t variate
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+On the non-null distributions of test statistics connected with exponential populations
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+Distribution of the canonical correlation matrix
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+Further results on the trace of a noncentral wishart matrix
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+Orthogonale Polynomsysteme Mit Einer Besonderen Gestalt Der Erzeugenden Funktion
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+On the Distribution of the Characteristic Roots of Normal Second-Moment Matrices
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+Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument
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+Asymptotic Distributions of Some Multivariate Tests
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+The Asymptotic Noncentral Distribution of Hotelling's Generalized $T_0^2$
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+On the Test of Independence Between Two Sets of Variates
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+Latent roots and matrix variates: a review of some asymptotic results
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+Q3219581
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+On the distribution of the likelihood ratio test of equality of normal populations
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+Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
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+Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
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+Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
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+On some test criteria for covariance matrix
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+Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
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+Nonnull distributions of two test criteria for independence under local alternatives
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+Asymptotic nonnull distributions of certain test criteria for a covariance matrix
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+Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
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+Distribution of the likelihood ratio criterion for testing a hypothesis specifying a covariance matrix
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+The distribution of the sphericity test criterion
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+On the Completely Unbiassed Character of Tests of Independence in Multivariate Normal Systems
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+A solution to the multivariate behrens-fisher problem
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+The Relationship Algebra and the Analysis of Variance of a Partially Balanced Incomplete Block Design
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+An Asymptotic Expansion for the Distribution of the Linear Discriminant Function
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+Likelihood ratio and associated test criteria
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+Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
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+The Exact Distribution of the SUR Estimator
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+The Exact Distribution of the Wald Statistic
@@ Property / cites work: The Exact Distribution of the Wald Statistic / rank @@
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+An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)
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+On the Moment Generating Function of Pillai's $V^{(s)}$ Criterion
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+Distributions of Characteristic Roots in Multivariate Analysis Part I. Null Distributions
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+Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
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+Differential operators associated with zonal polynomials. I
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+Zonal polynomials: an alternative approach
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+Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
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+An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic
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+On monotonicity of the modified likelihood ratio test for the equality of two covariances
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+On the asymptotic distributions of some statistics used for testing \(\Sigma_1=\Sigma_2\)
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+Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
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+Locally Best Invariant Test for Sphericity and the Limiting Distributions
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+Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
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+Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
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+Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis
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+Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
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+On the Distribution of the Largest Latent Root of the Covariance Matrix
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+Joint Distribution of the Extreme Roots of a Covariance Matrix
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+EXACT DISTRIBUTION OF CERTAIN GENERAL TEST STATISTICS IN MULTIVARIATE ANALYSIS
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+The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
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+Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
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+Q3260921
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+Publication:5750167