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.
Volume (Year): 4 (1974)
Issue (Month): 4 (December)
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