Asymptotic nonnull distributions of certain test criteria for a covariance matrix
Asymptotic expansions of the distributions of two test criteria concerning a covariance matrix are derived under local alternatives in terms of noncentral [chi]2 variates, and under the fixed alternative in terms of standard normal distribution function and its derivatives, respectively. Some numerical comparisons with the likelihood ratio criteria are made with these test criteria.
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Volume (Year): 4 (1974)
Issue (Month): 4 (December)
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