ON HYPOTHESIS TESTS FOR COVARIANCE MATRICES UNDER MULTIVARIATE NORMALITY
In this paper we proposed a new statistical test for testing the covariance matrix in one population under multivariate normal assumption. In general, the proposed and the likelihood-ratio tests resulted in larger values of estimated powers than VMAX for bivariate and trivariate cases. VMAX was not...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2015-04-01
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| Series: | Pesquisa Operacional |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000100123&lng=en&tlng=en |