scientific article; zbMATH DE number 3362815

zbMATH Open0228.62016MaRDI QIDQ5636152FDOQ5636152

Authors: Hisao Nagao 

Publication date: 1970

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (17)

• Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
• Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis
• Fixed width confidence region for the mean of a multivariate normal distribution
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
• Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
• On the distribution of the function of the F-matrix under an elliptical population
• Some tests for the covariance matrix with fewer observations than the dimension under non-normality
• Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
• Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
• An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \(\Omega =0(n)\)
• Principal components in the nonnormal case: The test of equality of q roots
• Asymptotic nonnull distributions of certain test criteria for a covariance matrix
• Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis
• Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
• Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
• Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)

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