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Some Other Testing Methods

  • Wolfgang Karl Härdle
  • Vladimir Spokoiny
  • Vladimir Panov
  • Weining Wang
Chapter
Part of the Springer Texts in Statistics book series (STS)

Exercise 8.1.

Let\(\,\boldsymbol{X} = {(X_{1},\ldots,X_{n})}^{\top }\,\)

Keywords

Null Hypothesis Covariance Matrice Ninth Grade Likelihood Ratio Test Statistic Wishart Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

References

  1. Bock, R.D. (1975). Multivariate statistical methods in behavioral research (Vol. 13, p. 623). New York: McGraw-HillGoogle Scholar
  2. Härdle, W., & Simar, L. (2011). Applied multivariate statistical analysis (3rd ed.). Berlin: Springer.Google Scholar
  3. Spokoiny, V., & Dickhaus, T. (2014). Basics of modern parametric statistics. Berlin: Springer.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  • Wolfgang Karl Härdle
    • 1
  • Vladimir Spokoiny
    • 2
  • Vladimir Panov
    • 3
  • Weining Wang
    • 1
  1. 1.L.v.Bortkiewicz Chair of Statistics, C.A.S.E. Centre f. Appl. Stat. and Econ.Humboldt-Universität zu BerlinBerlinGermany
  2. 2.Weirstrass Institute for Applied Analysis and Stochastics (WIAS)BerlinGermany
  3. 3.Universität Duisburg-EssenEssenGermany

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