scientific article; zbMATH DE number 167211

MaRDI QIDQ4034290zbMATH OpenFDO

Authors Hisao Nagao

Publication date 16 May 1993

zbMATH Keywords

elliptical distributionlikelihood ratio testlocal alternativesNagao's test criteriasphericity testtest of independence

Mathematics Subject Classification ID

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

Recommendations

• Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives
• Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
• Publication:4939085
• Tests of elliptical symmetry and the asymptotic tail behavior of the statistics
• Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions

Cited in

(3)

• Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives
• Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
• NEW CRITERIA FOR TESTS OF DIMENSIONALITY UNDER ELLIPTICAL POPULATIONS

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4034290)