Properties of some test criteria for covariance matrix

DOI10.1007/BF02504758MaRDI QIDQ1239999zbMATH OpenFDO

Authors Hisao Nagao

Publication date 1976

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

Full work available at URL https://doi.org/10.1007/BF02504758

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites work

• Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
• Asymptotic nonnull distributions of certain test criteria for a covariance matrix
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3347500 (Why is no real title available?)
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• Nonnull distributions of two test criteria for independence under local alternatives
• On some test criteria for covariance matrix

Cited in

(2)

• On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations

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