Nonnull distributions of two test criteria for independence under local alternatives
- 1 December 1973
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 3 (4) , 435-444
- https://doi.org/10.1016/0047-259x(73)90032-8
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- On Some Test Criteria for Covariance MatrixThe Annals of Statistics, 1973
- Asymptotic Non-Null Distributions of the Likelihood Ratio Criteria for Covariance Matrix Under Local AlternativesThe Annals of Statistics, 1973
- Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matricesAnnals of the Institute of Statistical Mathematics, 1972
- On the Test of Independence Between Two Sets of VariatesThe Annals of Mathematical Statistics, 1972
- Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test StatisticsThe Annals of Mathematical Statistics, 1971
- Asymptotic expansions of the distributions of test statistics in multivariate analysisHiroshima Mathematical Journal, 1970
- Some New Test Criteria in Multivariate AnalysisThe Annals of Mathematical Statistics, 1955