Some tests for the covariance matrix with fewer observations than the dimension under non-normality

Muni S. Srivastava, Tõnu Kollo, Dietrich von Rosen

Type: Article

Publication Date: 2011-04-22

Citations: 58

DOI: https://doi.org/10.1016/j.jmva.2011.03.003

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Journal of Multivariate Analysis - View

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Works Cited by This (25)

Action	Title	Year	Authors
+	An Introduction to Multivariate Statistics	1993	David L. Streiner
+	Monotonicity of the modified likelihood ratio test for a covariance matrix	1967	Hisao Nagao
+	An Introduction to Multivariate Statistics.	1980	M. J. R. Healy Muni S. Srivastava C. G. Khatri
+ PDF Chat	Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution	1999	Tatsuya Kubokawa Muni S. Srivastava
+	Asymptotic expansions of some test criteria for homogeneity of variances and covariance matrices from normal populations	1970	Hisao Nagao
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+	Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test	1977	E.M. Carter Muni S. Srivastava
+ PDF Chat	Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions	1969	Somesh Das Gupta
+ PDF Chat	Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix	1985	Rudolf Beran Muni S. Srivastava
+	Some optimal multivariate tests	1971	S. John