On Some Tests of the Covariance Matrix Under General Conditions
β Scribed by Arjun K. Gupta; Jin Xu
- Publisher
- Springer Japan
- Year
- 2006
- Tongue
- English
- Weight
- 182 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0020-3157
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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
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