Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure

DOI10.1007/BF02613601MaRDI QIDQ1174582zbMATH OpenFDO

Authors Robert J. Pavur, Dean M. Young

Publication date 25 June 1992

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176334

zbMATH Keywords

Bartlett's testgeneral dependency structureGrubb's testmaximum squared-radii testnull distributionspositive definite covariance structuresample covariance matrixtest for equal population covariance matricesWishart random matrix

Mathematics Subject Classification ID

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

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Cites work

• A note on sample means and variances of dependent normal variables
• A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
• Determining the effects of intraclass correlation on factorial experiments
• Distribution of multivariate quadratic forms under certain covariance structures
• Effect of equicorrelation in detecting a spurious observation
• Effect of Intraclass Correlation on Confidence Coefficients of Confidence Sets Based on Chi-Square Statistics
• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 3684698 (Why is no real title available?)
• scientific article; zbMATH DE number 3456316 (Why is no real title available?)
• scientific article; zbMATH DE number 3200151 (Why is no real title available?)
• Sample Criteria for Testing Outlying Observations

Cited in

(5)

• Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
• An invariance property of common statistical tests
• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• Independence distribution preserving joint covariance structures for the multivariate two-group case

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