Nonnull distributions of two test criteria for independence under local alternatives
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Publication:2265773
DOI10.1016/0047-259X(73)90032-8zbMath0275.62046MaRDI QIDQ2265773
Publication date: 1973
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items
Invariant Polynomials and Related Tests, Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations, Asymptotic nonnull distributions of certain test criteria for a covariance matrix, Properties of some test criteria for covariance matrix
Cites Work
- Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
- Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
- On some test criteria for covariance matrix
- Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
- On the Test of Independence Between Two Sets of Variates
- Some New Test Criteria in Multivariate Analysis
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