Asymptotic non-null distribution for the locally most powerful invariant test for sphericity

DOI10.1080/03610928308828564MaRDI QIDQ3678459zbMATH OpenOpenAlexFDO

Authors Edward M. Carter, Muni S. Srivastava

Publication date 1983

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928308828564

zbMATH Keywords

likelihood ratio testlocal alternativeslocally most powerful invariant test for sphericitymonotone power functionnon-null distributionpower comparisonsWishart distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap
• scientific article; zbMATH DE number 409464
• Asymptotic power of sphericity tests for high-dimensional data
• NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE
• Asymptotic expansions for a class of tests for a general covariance structure under a local alternative

Cites work

• Admissible Bayes Character of T^2-, R^2-, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
• On some test criteria for covariance matrix
• The distribution of a statistic used for testing sphericity of normal distributions

Cited in

(10)

• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• Asymptotic distribution of the most powerful invariant test for invariant families
• Locally Most Powerful Invariant Tests for Correlation and Sphericity of Gaussian Vectors
• Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap
• Approximate Asymptotic Distribution of Locally Most Powerful Invariant Test for Independence: Complex Case
• The most powerful location and scale invariant test under the assumption of symmetry
• Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
• Invariant Polynomials and Related Tests
• Power Function Studies
• Inference on covariance matrices under rank restrictions

This page was built for publication: Asymptotic non-null distribution for the locally most powerful invariant test for sphericity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3678459)