Optimal tests for homogeneity of covariance, scale, and shape
From MaRDI portal
Publication:1000571
DOI10.1016/J.JMVA.2008.05.010zbMath1294.62216OpenAlexW2039586311MaRDI QIDQ1000571
Publication date: 9 February 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/7534/1/dpa-0024.pdf
local asymptotic normalitymultivariate analysis of varianceelliptical densitieshomogeneity of covarianceslocally asymptotically most stringent tests
Related Items (9)
Testing hypotheses about covariance matrices in general MANOVA designs ⋮ Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions ⋮ Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation ⋮ Optimal tests for elliptical symmetry: specified and unspecified location ⋮ A canonical definition of shape ⋮ Testing for Common Principal Components under Heterokurticity ⋮ Asymptotic distributions of robust shape matrices and scales ⋮ Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A canonical definition of shape
- Optimal rank-based tests for homogeneity of scatter
- Asymptotic methods in statistical decision theory
- A distribution-free M-estimator of multivariate scatter
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
- Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
- Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
- On monotonicity of the modified likelihood ratio test for the equality of two covariances
- On Tyler's \(M\)-functional of scatter in high dimension
- Properties of tests concerning covariance matrices of normal distributions
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- Rank-based optimal tests of the adequacy of an elliptic VARMA model
- A semiparametric density estimator based on elliptical distributions
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
- On some tests of the covariance matrix under general conditions
- Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
- On some test criteria for covariance matrix
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
- Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
- Robustness and efficiency properties of scatter matrices
- Analysis of Covariance Structures Under Elliptical Distributions
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- A Bootstrap Comparison of Genetic Covariance Matrices
- A practical affine equivariant multivariate median
- A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
- On the Breakdown Properties of Some Multivariate M-Functionals*
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
- 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
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
- Properties of sufficiency and statistical tests
- TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
- Some tests for the equality of covariance matrices
This page was built for publication: Optimal tests for homogeneity of covariance, scale, and shape