Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives

DOI10.1007/BF02479835MaRDI QIDQ1253513zbMATH OpenOpenAlexFDO

Authors Hisao Nagao

Publication date 1974

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

Full work available at URL https://doi.org/10.1007/bf02479835

zbMATH Keywords

Asymptotic Nonnull DistributionsEquality of Covariance MatricesLocal AlternativesModified Likelihood-RatioTest Criteria

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites work

• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
• Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3216226 (Why is no real title available?)
• scientific article; zbMATH DE number 3362815 (Why is no real title available?)
• On some test criteria for covariance matrix
• Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument
• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices

Cited in

(8)

• Asymptotic nonnull distributions of certain test criteria for a covariance matrix
• Properties of some test criteria for covariance matrix
• The new test criterion for the homogeneity of parameters of several populations
• Test of homogeneity of multiple parameters
• Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity
• Invariant Polynomials and Related Tests
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
• Power Function Studies

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