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Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives

✍ Scribed by Hisao Nagao


Publisher
Springer Japan
Year
1974
Tongue
English
Weight
328 KB
Volume
26
Category
Article
ISSN
0020-3157

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✍ S. Purkayastha; M.S. Srivastava πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 598 KB

The asymptotic distributions under local alternatives of two test criteria for testing the hypothesis that the characteristic roots of the covariance matrix of an elliptical population, assumed distinct, are equal to a set of specified numbers, are derived. The two tests are the modified likelihood