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.
Citation
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