On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations |
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On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (English)
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1 April 1993
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logarithm transformation
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covariance matrix
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local alternatives
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higher moments
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\(t\) distribution
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normal model
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power
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likelihood ratio test
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Nagao's test for sphericity
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bootstrap approximation
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asymptotic expansion method
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