On Some Test Criteria for Covariance Matrix

Open Access

1 July 1973

journal article
Published by Institute of Mathematical Statistics in The Annals of Statistics

Vol. 1 (4) , 700-709
https://doi.org/10.1214/aos/1176342464

Abstract

Some new test criteria are proposed for testing various hypotheses concerning covariance matrices. Asymptotic expansions of their null distributions are derived in terms of the $\chi^2$-distribution.

Keywords

TEST CRITERIA
CRITERIA FOR COVARIANCE
CHI
NULL
ASYMPTOTIC
COVARIANCE MATRIX
NEW TEST
CONCERNING COVARIANCE

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