## The Annals of Statistics

### On Some Test Criteria for Covariance Matrix

Hisao Nagao

#### 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.

#### Article information

Source
Ann. Statist. Volume 1, Number 4 (1973), 700-709.

Dates
First available: 12 April 2007

http://projecteuclid.org/euclid.aos/1176342464

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