Skip to main content
Log in

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

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  1. Anderson, T. W. (1958).An Introduction to Multivariate Statistical Analysis, Wiley, New York.

    Google Scholar 

  2. Box, G. E. P. (1949). A general distribution theory for a class of likelihood criteria,Biometrika,36, 317–346.

    Article  MathSciNet  Google Scholar 

  3. Chevalley, C. (1949).Theory of Lie Group I, Princeton Univ. Press.

  4. Jack, H. (1964–65). Jacobians of transformations involving orthogonal matrices,Proc. Roy. Soc. Edinburgh,67, 81–103.

    MathSciNet  Google Scholar 

  5. Muirhead, R. J. (1970). Systems of partial differential equations for hypergeometric functions of matrix argument,Ann. Math. Statist.,41, 991–1001.

    MATH  MathSciNet  Google Scholar 

  6. Nagao, H. (1970). Asymptotic expansions of some test criteria for homogeneity of variances and covariance matrices from normal populations,J. Sci. Hiroshima Univ., Ser. A-I,34, 153–247.

    MATH  MathSciNet  Google Scholar 

  7. Nagao, H. (1973). Asymptotic expansions of the distributions of Bartlett's test and sphericity test under the local alternatives,Ann. Inst. Statist. Math.,25, 407–422.

    MATH  MathSciNet  Google Scholar 

  8. Nagao, H. (1973). On some test criteria for covariance matrix,Ann. Statist.,1, 700–709.

    MATH  MathSciNet  Google Scholar 

  9. Sugiura, N. and Nagao, H. (1968). Unbiaseness of some test criteria for the equality of one or two covariance matrices,Ann. Math. Statist.,39, 1686–1692.

    MATH  MathSciNet  Google Scholar 

  10. Sugiura, N. (1974). Asymptotic formulas for hypergeometric function2 F 1 of matrix argument, useful in multivariate analysis,Ann. Inst. Statist. Math.,26, 117–125.

    MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

About this article

Cite this article

Nagao, H. Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives. Ann Inst Stat Math 26, 395–402 (1974). https://doi.org/10.1007/BF02479835

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02479835

Keywords

Navigation