Asymptotic expansions for a class of tests for a general covariance structure under a local alternative

DOI10.1016/j.jmva.2011.03.002zbMath1274.62387MaRDI QIDQ538188

Hiroaki Shimizu, Hirofumi Wakaki

Publication date: 23 May 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.002

zbMATH Keywords

asymptotic expansion; sphericity test; local alternative; linear structure; class of test statistics; general covariance structure; non-null distribution; power comparison

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

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