Properties of tests concerning covariance matrices of normal distributions

DOI10.1214/aos/1176342572zbMath0287.62027OpenAlexW2073507905MaRDI QIDQ1846319

Somesh Das Gupta, N. C. Giri

Publication date: 1973

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342572

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Admissibility in statistical decision theory (62C15)

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Invariant scale matrix hypothesis tests under elliptical symmetry ⋮ Two-sample tests for high-dimensional covariance matrices using both difference and ratio ⋮ Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Tests for high-dimensional covariance matrices

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