A Note on the Sphericity Test
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Cited in
(12)- Invariant scale matrix hypothesis tests under elliptical symmetry
- Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- On stochastic majorization of the eigenvalues of a Wishart matrix
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Independence and sphericity tests for the residuals of space-time arma models
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
- Invariant Polynomials and Related Tests
- Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Finite-sample inference with monotone incomplete multivariate normal data. II
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