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On testing hypothesis of covariance matrices under elliptical population

✍ Scribed by T. Hayakawa


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
456 KB
Volume
13
Category
Article
ISSN
0378-3758

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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