scientific article; zbMATH DE number 3862216

MaRDI QIDQ3330288zbMATH OpenFDO

Authors

Publication date 1983

zbMATH Keywords

eigenvaluescovariance matricesjoint distributionscorrelation matricesmixture of multivariate normal distributionsrobustness of test procedures

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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(6)

• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure
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