Some New Test Criteria in Multivariate Analysis

Cited in

(58)

How to compare small multivariate samples using nonparametric tests
Asymptotic optimality of multivariate linear hypothesis tests
Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria
Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices
On an optimum test of the equality of two covariance matrices
Asymptotic distribution of Hotelling's trace for two unequal covariance matrices and robustness study of test of equality of mean vectors
Sign test of independence between two random vectors.
MATS: inference for potentially singular and heteroscedastic MANOVA
One-way multivariate repeated measurements analysis of variance model
Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble
Distributions of powers of the central beta matrix variates and applications
Nonnull distributions of two test criteria for independence under local alternatives
On the monotonicity of the power functions of tests based on traces of multivariate beta matrices
A new statistic in the one-way multivariate analysis of variance
Comparison of test statistics of nonnormal and unbalanced samples for multivariate analysis of variance in terms of type-I error rates
A note on a Manova model applied to problems in growth curve
On the distribution of the second elementary symmetric function of the roots of a matrix
On the moments of traces of two matrices in multivariate analysis
On the exact distribution of Hotelling's generalized \(T_ 0^ 2\)
Goodness of fit of an assigned of scores for the analysis of association in a contingency table
Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\)
Asymptotic formulae for the distributions of some criteria for tests of equality of covariance matrices
On the distributions of the latent roots and traces of certain random matrices
UMPI-character of Hotellings T^2 for testing non-centralities in the denominator.
Testing for panel unit roots under general cross-sectional dependence
Pairwise testing of group mean vectors in MANOVA with small samples
Properties of a randomization test for multifactor comparisons of groups
Affine-invariant rank tests for multivariate independence in independent component models
A parametric bootstrap solution to the MANOVA under heteroscedasticity
A Review of the packing problem
Permutation techniques for analyzing multi-response data from randomized block experiments
Exact percentage points of the dsitribtuion of the race of a multivariate beta matrix
Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
Influence functions for certain parameters in multivariate analysis
On testing the equality of high dimensional mean vectors with unequal covariance matrices
Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review
Power Function Studies
A rank-based test for monotone trends in k-sample multivariate problems
Invariant tests for covariance structures in multivariate linear model
Exact and approximate computation of critical values of the largest root test in high dimension
A new flexible Bayesian hypothesis test for multivariate data
Quantile-based MANOVA: a new tool for inferring multivariate data in factorial designs
A data depth based nonparametric test of independence between two random vectors
Biometric face recognition: from classical statistics to future challenges
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Refined approximations to permutation tests for multivariate inference
On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
Power and sample size calculation of two-sample projection-based testing for sparsely observed functional data
Multivariate Gini-type discrepancies
Nonlinear shrinkage test on a large-dimensional covariance matrix
A kernel approach for extending nonparametric multivariate analysis of variance in high-dimensional settings
Invariant distributions of the multivariate tests in the skew elliptical model
A new test for multivariate analysis of variance with arbitrary covariance matrices: a computational approach test
Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
Noncentral matrix quadratic forms of the skew elliptical variables
Approximate null distribution of the largest root in multivariate analysis
DISCO analysis: A nonparametric extension of analysis of variance

This page was built for publication: Some New Test Criteria in Multivariate Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5847608)