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July, 1973 On Some Test Criteria for Covariance Matrix
Hisao Nagao
Ann. Statist. 1(4): 700-709 (July, 1973). DOI: 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.

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Hisao Nagao. "On Some Test Criteria for Covariance Matrix." Ann. Statist. 1 (4) 700 - 709, July, 1973. https://doi.org/10.1214/aos/1176342464

Information

Published: July, 1973
First available in Project Euclid: 12 April 2007

zbMATH: 0263.62034
MathSciNet: MR339405
Digital Object Identifier: 10.1214/aos/1176342464

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 4 • July, 1973
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