scientific article; zbMATH DE number 3362815

Cited in

(17)

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

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