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On Some Tests of the Covariance Matrix Under General Conditions

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  • Arjun Gupta
  • Jin Xu

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  • Arjun Gupta & Jin Xu, 2006. "On Some Tests of the Covariance Matrix Under General Conditions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 101-114, March.
    • Handle: RePEc:spr:aistmt:v:58:y:2006:i:1:p:101-114
    DOI: 10.1007/s10463-005-0010-z
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    References listed on IDEAS

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    1. Sadanori Konishi & Naoto Niki & Arjun Gupta, 1988. "Asymptotic expansions for the distribution of quadratic forms in normal variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(2), pages 279-296, June.
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    Cited by:

    1. Graciela Boente & Daniela Rodriguez & Mariela Sued, 2018. "Testing equality between several populations covariance operators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 919-950, August.
    2. Marc Hallin, 2008. "On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance," Working Papers ECARES 2008_039, ULB -- Universite Libre de Bruxelles.
    3. Gupta, Arjun K. & Bodnar, Taras, 2014. "An exact test about the covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 176-189.
    4. Taras Bodnar & Arjun Gupta, 2013. "An exact test for a column of the covariance matrix based on a single observation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 847-855, August.
    5. Hallin, Marc & Paindaveine, Davy, 2009. "Optimal tests for homogeneity of covariance, scale, and shape," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 422-444, March.
    6. Bodnar, Taras & Dette, Holger & Parolya, Nestor, 2019. "Testing for independence of large dimensional vectors," MPRA Paper 97997, University Library of Munich, Germany, revised May 2019.

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