One-sided test of a covariance matrix with a known null value

DOI10.1080/03610929408831437MaRDI QIDQ4839320zbMATH OpenOpenAlexFDO

Authors James A. Calvin

Publication date 17 July 1995

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

Full work available at URL https://doi.org/10.1080/03610929408831437

zbMATH Keywords

powervariance componentsquality controlorder restricted inferencesample covariance matrixchi-bar square distributionrestricted maximum likelihood estimationempirical distribution approachlocation invariant sufficient statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

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Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• A note on maximizing a special concave function subject to simultaneous Loewner order constraints
• Asymptotic Theory for Principal Component Analysis
• Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• One-sided test for the equality of two covariance matrices
• REML Estimation in Unbalanced Multivariate Variance Components Models Using an EM Algorithm
• Subsampling quantile estimators and uniformity criteria
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances

Cited in

(4)

• A MULTIVARIATE ONE-SIDED TEST WITH COMPOSITE HYPOTHESES WHEN THE COVARIANCE MATRIX IS COMPLETELY UNKNOWN
• Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations
• Multivariate process capability via Löwner ordering
• An exact test for a column of the covariance matrix based on a single observation

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