Invariant Polynomials and Related Tests
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- On non-null distributions connected with testing reality of a complex normal distribution
- Some properties of invariant polynomials with matrix arguments and their applications in econometrics
- Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
- scientific article; zbMATH DE number 139854
Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3144053 (Why is no real title available?)
- scientific article; zbMATH DE number 3630645 (Why is no real title available?)
- A Note on the Sphericity Test
- A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$
- A solution to the multivariate behrens-fisher problem
- A theorem on the asymptotic behavior of a multiple integral
- An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
- An Asymptotic Expansion for the Distribution of the Linear Discriminant Function
- An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic
- An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)
- An identity involving partitional generalized binomial coefficients
- Asymptotic Distributions of Some Multivariate Tests
- Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
- Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
- Asymptotic distribution of a generalized Hotelling's T//0^ 2 in the doubly noncentral case
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
- Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
- Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
- Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
- Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations
- Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis
- Asymptotic non-null distribution for the locally most powerful invariant test for sphericity
- Asymptotic non-null distribution of a test connected with exponential populations
- Asymptotic non-null distribution of a test of equality of exponential populations
- Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
- Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
- Asymptotic nonnull distributions of certain test criteria for a covariance matrix
- Calculation of zonal polynomials of 3 3 positive definite symmetric matrices
- Differential operators associated with zonal polynomials. I
- Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
- Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
- Distribution of the canonical correlation matrix
- Distribution of the likelihood ratio criterion for testing a hypothesis specifying a covariance matrix
- Distributions of Characteristic Roots in Multivariate Analysis Part I. Null Distributions
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
- Distributions of some matrix variates and latent roots in multivariate Behrens-Fisher discriminant analysis
- EXACT DISTRIBUTION OF CERTAIN GENERAL TEST STATISTICS IN MULTIVARIATE ANALYSIS
- Eigenfunctions of expected value operators in the Wishart distribution. II
- Formulas for zonal polynomials
- Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\)
- Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
- Further results on the trace of a noncentral wishart matrix
- Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
- Joint Distribution of the Extreme Roots of a Covariance Matrix
- Latent roots and matrix variates: a review of some asymptotic results
- Likelihood ratio and associated test criteria
- Locally Best Invariant Test for Sphericity and the Limiting Distributions
- Measures of multivariate skewness and kurtosis with applications
- Moments of linear discriminant functions and an asymptotic confidence interval for the log odds ratio
- Monotonicity of the Power Functions of Some Tests of Independence between Two Sets of Variates
- Multivariate Meixner classes of invariant distributions
- Multivariate calculation. Use of the continuous groups
- Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
- Nonnull distributions of two test criteria for independence under local alternatives
- Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
- ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
- On a result of Roy and Gnanadesikan concerning multivariate variance components
- On matric variate-T distribution
- On monotonicity of the modified likelihood ratio test for the equality of two covariances
- On some formulas for weighted sum of invariant polynomials of two matrix arguments
- On some test criteria for covariance matrix
- On the Completely Unbiassed Character of Tests of Independence in Multivariate Normal Systems
- On the Distribution of the Characteristic Roots of Normal Second-Moment Matrices
- On the Distribution of the Largest Latent Root of the Covariance Matrix
- On the Moment Generating Function of Pillai's $V^{(s)}$ Criterion
- On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance
- On the Sampling Theory of Roots of Determinantal Equations
- On the Test of Independence Between Two Sets of Variates
- On the asymptotic distributions of some statistics used for testing _1=_2
- On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
- On the derivation of the asymptotic distribution of the generalized Hotelling's T^2_0
- On the distribution of the latent roots of a positive definite random symmetric matrix. I
- On the distribution of the likelihood ratio test of equality of normal populations
- On the distribution of the maximum latent root of a positive definite symmetric random matrix
- On the effects of moderate multivariate nonnormality on Wilks's likelihood ratio criterion
- On the expansion of \(C^*_{\rho}(V+I)\) as a sum of zonal polynomials
- On the non-null distributions of test statistics connected with exponential populations
- Orthogonale Polynomsysteme Mit Einer Besonderen Gestalt Der Erzeugenden Funktion
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Quadratic forms of a matric-t variate
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Some Non-Central Distribution Problems in Multivariate Analysis
- Some distribution theory relating to confidence regions in multivariate calibration
- Some properties of invariant polynomials with matrix arguments and their applications in econometrics
- Statistical distributions in univariate and multivariate Edgeworth populations
- Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument
- Techniques of multivariate calculation
- Test for independence of two multivariate regression equations with different design matrices
- Test of independence between tow sets of variates
- The Asymptotic Noncentral Distribution of Hotelling's Generalized $T_0^2$
- The Distribution of Hotelling's Generalised $T_0^2$
- The Distribution of Noncentral Means with Known Covariance
- The Distribution of the Latent Roots of the Covariance Matrix
- The Exact Distribution of the SUR Estimator
- The Exact Distribution of the Wald Statistic
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- The Relationship Algebra and the Analysis of Variance of a Partially Balanced Incomplete Block Design
- The distribution of a statistic used for testing sphericity of normal distributions
- The distribution of the sphericity test criterion
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- The likelihood ratio criterion for a composite hypothesis under a local alternative
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
- Zonal polynomials of the real positive definite symmetric matrices
- Zonal polynomials: an alternative approach
Cited in
(8)- Lower bounds for the distributions of certain multivariate test statistics
- Some properties of invariant polynomials with matrix arguments and their applications in econometrics
- Test polynomials
- Evaluation properties of invariant polynomials
- scientific article; zbMATH DE number 2219805 (Why is no real title available?)
- scientific article; zbMATH DE number 3923886 (Why is no real title available?)
- Polynomial tests of normal forms and some related results
- Maximal invariants for Lorentz-Wishart models
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