Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations

DOI10.1080/01966324.1989.10737252zbMath0718.62104OpenAlexW2002492425MaRDI QIDQ5750168

Hisao Nagao

Publication date: 1989

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1989.10737252

zbMATH Keywords

asymptotic expansionsmultivariate normal distributionstest for independencesphericity testequality of covariance matricesone-sided alternativeslikelihood ratio criteriaequality of a covariance matrixhypotheses on covariance matriceslikelihood ratio (LR) criteria

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

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