Asymptotic nonnull distributions of certain test criteria for a covariance matrix
- 1 December 1974
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 4 (4) , 409-418
- https://doi.org/10.1016/0047-259x(74)90022-0
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
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- On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrixJournal of Multivariate Analysis, 1974
- Asymptotic expansions of the distributions of Bartlett's test and sphericity test under the local alternativesAnnals of the Institute of Statistical Mathematics, 1973
- Nonnull distributions of two test criteria for independence under local alternativesJournal of Multivariate Analysis, 1973
- 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
- Simultaneous tests for equality of latent roots against certain alternatives-IIAnnals of the Institute of Statistical Mathematics, 1972
- Locally Best Invariant Test for Sphericity and the Limiting DistributionsThe Annals of Mathematical Statistics, 1972
- Simultaneous tests for equality of latent roots against certain alternatives—IAnnals of the Institute of Statistical Mathematics, 1971
- Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance MatrixThe Annals of Mathematical Statistics, 1969