Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test

DOI10.1016/0047-259X(77)90043-4zbMath0379.62042MaRDI QIDQ1247140

Edward M. Carter, Muni S. Srivastava

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (9)

Comparison of some goodness of fit tests for a single non-isotropic hypothetical principal component ⋮ IG-symmetry and R-symmetry: Interrelations and applications to the inverse Gaussian theory ⋮ On stochastic majorization of the eigenvalues of a Wishart matrix ⋮ Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap ⋮ Some tests for the covariance matrix with fewer observations than the dimension under non-normality ⋮ Power Function Studies ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison ⋮ Asymptotic non-null distribution for the locally most powerful invariant test for sphericity

Cites Work

• On Bartlett's Test and Lehmann's Test for Homogeneity of Variances
• Properties of sufficiency and statistical tests

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