On Some Test Criteria for Covariance Matrix 论文

1973The Annals of Statistics引用 241

Advanced Statistical Methods and ModelsRandom Matrices and ApplicationsBayesian Methods and Mixture Models

Bayesian Methods and Mixture Models Advanced Statistical Methods and Models Random Matrices and Applications

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摘要

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.

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Hisao Nagao

On Some Test Criteria for Covariance Matrix 论文

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