On Some Test Criteria for Covariance Matrix
Nagao, Hisao
Ann. Statist., Tome 1 (1973) no. 2, p. 700-709 / Harvested from Project Euclid
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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.
Publié le : 1973-07-14
Classification:  
@article{1176342464,
     author = {Nagao, Hisao},
     title = {On Some Test Criteria for Covariance Matrix},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 700-709},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342464}
}

Nagao, Hisao. On Some Test Criteria for Covariance Matrix. Ann. Statist., Tome 1 (1973) no. 2, pp.  700-709. http://gdmltest.u-ga.fr/item/1176342464/