THREE STATISTICS FOR HYPOTHESIS TESTING OF INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX AND THEIR BOOTSTRAP TESTS

DOI10.14490/JJSS1995.28.163MaRDI QIDQ4244087zbMATH OpenOpenAlexFDO

Authors Shin-ichi Tsukada

Publication date 9 November 1999

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss1995.28.163

zbMATH Keywords

asymptotic expansionslimiting distributions

Mathematics Subject Classification ID

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

Recommendations

• POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX
• Powers of the largest latent root test of ∑= I
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• Hypothesis tests for high-dimensional covariance structures

Cited in

(2)

• Hypothesis testing based on a vector of statistics
• POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX

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