scientific article; zbMATH DE number 952752

MaRDI QIDQ4717660zbMATH OpenFDO

Authors Serge B. Provost, Edmund M. Rudiuk

Publication date 1 December 1996

zbMATH Keywords

bibliographycovariance structuresexact densitiesgeneralized hypergeometric functionsintraclass correlation modelinverse Mellin transformlikelihood ratio criteriamomentssphericity teststesting equality of covariance matrices

Mathematics Subject Classification ID

Special integral transforms (Legendre, Hilbert, etc.) (44A15) Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• A class of tests for a general covariance structure
• Approximations to the distribution of a test statistic in covariance structure analysis: a comprehensive study
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
• On distributions of covariance structures
• scientific article; zbMATH DE number 3862216
• Specification tests for covariance structures in high-dimensional statistical models
• Hypothesis tests for high-dimensional covariance structures
• Testing hypotheses of covariance structure in multivariate data
• Testing the covariance structure of multivariate random fields

Cited in

(1)

• Differentiated logdensity approximants

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 Q4717660)