The distribution of the characteristic roots of S_ 1 S_ 2^-1 under violations in the complex case and power comparisons of four tests

MaRDI QIDQ1153630zbMATH OpenFDO

Authors K. C. S. Pillai, Yu-Sheng Hsu

Publication date 1979

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

complex Gaussiandistribution of characteristic rootsHotelling tracenon-normalityPillai tracepower comparisonsRoy largest roottabulationsunequal covariance matricesviolationsWilks criterion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites work

• A Class of Tests with Monotone Power Functions for Two Problems in Multivariate Statistical Analysis
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• Bessel functions of matrix argument
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• Exact robustness studies of the test of independence based on four multivariate criteria and their distribution problems under violations
• scientific article; zbMATH DE number 3323640 (Why is no real title available?)
• Monotonicity of the power functions of some tests of hypotheses concerning multivariate complex normal distributions
• Monotonicity of the Power Functions of Some Tests of Independence between Two Sets of Variates
• Monotonicity of the Power Functions of Some Tests of the Multivariate Linear Hypothesis
• Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
• On a Property of a Test for the Equality of Two Normal Dispersion Matrices Against One-sided Alternatives
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• On the Admissibility of Some Tests of Manova
• On the Monotonic Character of the Power Functions of Two Multivariate Tests
• On the monotonicity of the power functions of tests based on traces of multivariate beta matrices
• The distribution of the characteristic roots of \(S_1S^{-1}_2\) under violations

Cited in

(4)

• Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices
• The distributions of some statistics associated with two multivariate hypotheses under violations in the complex case
• On the Moments and Density Function of Hotelling’s Trace and other Test Criteria Concerning Test of Independence Under Violation in the Complex Case
• The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case

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