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