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Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives

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Title Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives
 
Creator PURKAYASTHA, S
SRIVASTAVA, MS
 
Subject expansions
asymptotic expansion
characteristic root
covariance matrix
elliptically contoured distribution
familial data
likelihood ratio test
local alternative
 
Description The asymptotic distributions under local alternatives of two test criteria for testing the hypothesis that the characteristic roots of the covariance matrix of an elliptical population, assumed distinct, are equal to a set of specified numbers, are derived. The two tests are the modified likelihood ratio test and a new test criterion proposed in this context for the normal model. Similar results are given for the two tests for testing that the covariance matrix is a specified positive definite matrix, in which case the two tests are the modified likelihood ratio test and a test proposed by Rao and Nagao for the normal model, and also for a test for the covariance structure in familial data, studied by Srivastava. (C) 1995 .
 
Publisher ELSEVIER INC
 
Date 2011-07-21T17:22:38Z
2011-12-26T12:52:06Z
2011-12-27T05:39:06Z
2011-07-21T17:22:38Z
2011-12-26T12:52:06Z
2011-12-27T05:39:06Z
1995
 
Type Article
 
Identifier JOURNAL OF MULTIVARIATE ANALYSIS, 55(2), 165-186
0047-259X
http://dx.doi.org/10.1006/jmva.1995.1073
http://dspace.library.iitb.ac.in/xmlui/handle/10054/5936
http://hdl.handle.net/10054/5936
 
Language en