Nonnull distributions of two test criteria for independence under local alternatives

DOI10.1016/0047-259X(73)90032-8zbMATH Open0275.62046OpenAlexW2054057808MaRDI QIDQ2265773FDOQ2265773

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

• On some test criteria for covariance matrix
• Some New Test Criteria in Multivariate Analysis
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Test of Independence Between Two Sets of Variates
• Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
• Title not available (Why is that?)

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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