On Some Test Criteria for Covariance Matrix

Hisao Nagao

doi:10.1214/aos/1176342464

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Home > Journals > Ann. Statist. > Volume 1 > Issue 4 > Article

July, 1973 On Some Test Criteria for Covariance Matrix

Hisao Nagao

Ann. Statist. 1(4): 700-709 (July, 1973). DOI: 10.1214/aos/1176342464

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Abstract

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.