A Note on the Sphericity Test
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Publication:5512604
DOI10.1214/aoms/1177699529zbMath0138.13901OpenAlexW2039227529MaRDI QIDQ5512604
Publication date: 1966
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699529
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Finite-sample inference with monotone incomplete multivariate normal data. II ⋮ On stochastic majorization of the eigenvalues of a Wishart matrix ⋮ Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions ⋮ Invariant scale matrix hypothesis tests under elliptical symmetry ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Likelihood ratio test for partial sphericity in high and ultra-high dimensions ⋮ Invariant Polynomials and Related Tests ⋮ Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations ⋮ Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Independence and sphericity tests for the residuals of space-time arma models ⋮ Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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