Nonnull distributions of two test criteria for independence under local alternatives

DOI10.1016/0047-259X(73)90032-8MaRDI QIDQ2265773zbMATH OpenOpenAlexFDO

Authors Hisao Nagao

Publication date 1973

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

Full work available at URL https://doi.org/10.1016/0047-259x(73)90032-8

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites work

• scientific article; zbMATH DE number 3216226 (Why is no real title available?)
• scientific article; zbMATH DE number 3331305 (Why is no real title available?)
• scientific article; zbMATH DE number 3415213 (Why is no real title available?)
• scientific article; zbMATH DE number 3038015 (Why is no real title available?)
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
• Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
• On some test criteria for covariance matrix
• On the Test of Independence Between Two Sets of Variates
• Some New Test Criteria in Multivariate Analysis

Cited in

(5)

• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Invariant Polynomials and Related Tests
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
• Properties of some test criteria for covariance matrix
• Asymptotic nonnull distributions of certain test criteria for a covariance matrix

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