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: | Letícia Pereira Pinto, Sueli Aparecida Mingoti |
---|---|
Format: | Article |
Language: | English |
Published: |
Sociedade Brasileira de Pesquisa Operacional
2015-04-01
|
Series: | Pesquisa Operacional |
Subjects: | |
Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000100123&lng=en&tlng=en |
Similar Items
-
ALTERNATIVE HYPOTHESIS TESTS FOR THE COVARIANCE MATRIX BASED ON EIGENVALUES AND MULTIVARIATE NORMALITY
by: Sueli Aparecida Mingoti, et al.
Published: (2013-05-01) -
Estimation of Large Covariance Matrices by Shrinking to Structured Target in Normal and Non-Normal Distributions
by: Jianbo Li, et al.
Published: (2018-01-01) -
Information and Covariance Matrices for Multivariate Pareto (IV), Burr, and Related Distributions
by: GH. YARI, et al.
Published: (2006-11-01) -
Contributions to Large Covariance and Inverse Covariance Matrices Estimation
by: Kang, Xiaoning
Published: (2018) -
Improving the condition number of estimated covariance matrices
by: Jemima M. Tabeart, et al.
Published: (2020-01-01)