A class of tests for a general covariance structure

DOI10.1016/0047-259X(90)90089-ZMaRDI QIDQ581964zbMATH OpenOpenAlexFDO

Authors Hirofumi Wakaki, Shinto Eguchi, Yasunori Fujikoshi

Publication date 1990

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(90)90089-z

zbMATH Keywords

eigenvaluesrandom matrixWishart distributionBartlett adjustment factorasymptotic expansion of the null distributiontesting a general covariance structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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• A class of factor analysis estimation procedures with common asymptotic sampling properties
• A differential geometric approach to statistical inference on the basis of contrast functionals
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• Differential geometry of curved exponential families. Curvatures and information loss
• Invariants and likelihood ratio statistics
• On some test criteria for covariance matrix
• On testing hypotheses regarding a class of covariance structures
• On the validity of the formal Edgeworth expansion

Cited in

(17)

• Likelihood ratio tests for covariance structure in random effects models
• Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
• Measures of multivariate dependence based on a distance between Fisher information matrices
• scientific article; zbMATH DE number 1553269 (Why is no real title available?)
• Projective power entropy and maximum Tsallis entropy distributions
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• Some hypothesis tests for Wishart models on symmetric cones
• Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
• On some tests of the covariance matrix under general conditions
• Estimation and Tests for Departures from Rao-Structured Covariance Matrices
• Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
• Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
• Asymptotic expansions in multi-group analysis of moment structures with an application to linearized estimators
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• scientific article; zbMATH DE number 952752 (Why is no real title available?)
• Generalized Variance-Ratio Tests in the Presence of Statistical Dependence

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