On Some Test Criteria for Covariance Matrix

Hisao Nagao

Type: Article

Publication Date: 1973-07-01

Citations: 221

DOI: https://doi.org/10.1214/aos/1176342464

Abstract

Some new test criteria are proposed for testing various hypotheses concerning covariance matrices. Asymptotic expansions of their null distributions are derived in terms of the $\chi^2$-distribution.

Locations

The Annals of Statistics - View - PDF

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