Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
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- On some tests of the covariance matrix under general conditions
Cites work
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 3655180 (Why is no real title available?)
- A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
- A Note on the Sphericity Test
- Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
- Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
- 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 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
- Distribution of the likelihood ratio criterion for testing a hypothesis specifying a covariance matrix
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- 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 some test criteria for covariance matrix
- On the Completely Unbiassed Character of Tests of Independence in Multivariate Normal Systems
- On the distribution of a statistic used for testing a covariance matrix
- Percentile approximations for a class of likelihood ratio criteria
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Properties of some test criteria for covariance matrix
- Unbiasedness of invariant tests for MANOVA and other multivariate problems
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
Cited in
(18)- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
- Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix
- scientific article; zbMATH DE number 528889 (Why is no real title available?)
- Comparison of powers of a class of tests for covariance matrices
- On some tests of the covariance matrix under general conditions
- Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
- Testing block sphericity of a covariance matrix
- Tests Concerning Equicorrelation Matrices with Grouped Normal Data
- Some results on the cartan matrix of a frobenius algebra
- scientific article; zbMATH DE number 3854216 (Why is no real title available?)
- scientific article; zbMATH DE number 952752 (Why is no real title available?)
- Tests of multinormality based on location vectors and scatter matrices
- On the null distribution of likelihood ratio criterion for reality of covariance matrix
- Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
- Covariance hypothesis which are linear in both the covariance and the inverse covariance
- A generalized Brauer induction theorem and its converse.
- A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix
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