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 |