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• W2002492425 abstract "SYNOPTIC ABSTRACTThis paper treats the following tests of hypotheses on covariance matrices under multivariate normal distributions: (i) the equality of a covariance matrix to a given matrix, (ii) sphericity, (iii) independence, (iv) equality of covariance matrices, and (v) equality of covariance matrices against ‘one–sided’ alternatives. Although we have several test criteria for (v), the test criteria for the other problems are the likelihood ratio (LR) criteria the exact distributions of which are considered in the early 1970's. The main purpose of this paper is to review test criteria introduced by the author for testing hypotheses about a covariance matrix. We give the likelihood ratio criteria and forms of their distributions. These forms are asymptotic expansions that are different under the null hypothesis and the fixed alternatives, except for problem (v) for which these forms are the same." @default.
• W2002492425 created "2016-06-24" @default.
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• W2002492425 date "1989-01-01" @default.
• W2002492425 modified "2023-09-25" @default.
• W2002492425 title "Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations" @default.
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• W2002492425 doi "https://doi.org/10.1080/01966324.1989.10737252" @default.
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