Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
DOI10.1080/01966324.1989.10737252zbMATH Open0718.62104OpenAlexW2002492425MaRDI QIDQ5750168FDOQ5750168
Authors: 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
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asymptotic expansionsmultivariate normal distributionssphericity testtest for independenceequality of covariance matricesone-sided alternativeslikelihood ratio criteriaequality of a covariance matrixhypotheses on covariance matriceslikelihood ratio (LR) criteria
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
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- On some test criteria for covariance matrix
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Unbiasedness of invariant tests for MANOVA and other multivariate problems
- A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
- A Note on the Sphericity Test
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Percentile approximations for a class of likelihood ratio criteria
- On the distribution of a statistic used for testing a covariance matrix
- Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
- Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
- Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
- Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
- Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity
- Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
- Asymptotic nonnull distributions of certain test criteria for a covariance matrix
- Properties of some test criteria for covariance matrix
- 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
- Nonnull distributions of two test criteria for independence under local alternatives
- On the Completely Unbiassed Character of Tests of Independence in Multivariate Normal Systems
- Distribution of the likelihood ratio criterion for testing a hypothesis specifying a covariance matrix
Cited In (18)
- Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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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