Asymptotic formulae for the distributions of some criteria for tests of equality of covariance matrices

DOI10.1016/0047-259X(71)90012-1MaRDI QIDQ2558730zbMATH OpenFDO

Authors Yanyan Li

Publication date 1971

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

Full work available at URL https://doi.org/10.1016/0047-259X(71)90012-1

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10)

Cites work

• Asymptotic Formulae for the Distribution of Hotelling's Generalized T^2_0 Statistic
• scientific article; zbMATH DE number 3567816 (Why is no real title available?)
• scientific article; zbMATH DE number 3087304 (Why is no real title available?)
• On the distributions of the Hotelling's T^ 2-statistics
• Some New Test Criteria in Multivariate Analysis
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification

Cited in

(5)

• Asymptotic expansion of the non-null distribution of the ratio of two conditionally independent Hotelling's T^2_0-statistics
• Asymptotic distribution of Hotelling's trace for two unequal covariance matrices and robustness study of test of equality of mean vectors
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Testing the equality of several covariance matrices
• Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review

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