The asymptotic non-null distributions of four statistics, used for testing the hypothesis Ho: $\Sigma_1=\Sigma_2$ , are developed. These expansions are obtained by the partial differential equations method of Muirheard (Ann. Math. Statist. 41 1002-1010). The procedure permits a simple extension of the results of Pillai and Nagarsenker (J. Multivariate Anal. 2 96-114).
Publié le : 1975-07-14
Classification:
Non-null distributions,
asymptotic expansions,
hypergeometric functions of matrix argument,
partial differential equations,
62H10,
62E15
@article{1176343192,
author = {Subrahmaniam, Kocherlakota},
title = {On the Asymptotic Distributions of Some Statistics Used for Testing $\Sigma\_1=\Sigma\_2$},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 916-925},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343192}
}
Subrahmaniam, Kocherlakota. On the Asymptotic Distributions of Some Statistics Used for Testing $\Sigma_1=\Sigma_2$. Ann. Statist., Tome 3 (1975) no. 1, pp. 916-925. http://gdmltest.u-ga.fr/item/1176343192/