On Some Tests of the Covariance Matrix Under General Conditions
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References listed on IDEAS
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gupta, Arjun K. & Bodnar, Taras, 2014. "An exact test about the covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 176-189.
- 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.
- 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.
- 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.
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KeywordsCovariance matrix; Test statistic; Characteristic function; Canonical correlation; Multiple correlation coefficient;
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