AbstractThe asymptotic expansions are derived up to terms of order 1/n, for the c.d.f. and percentile of the statistic T = m Tr S1S2−1, where mS1 and nS2 are independently distributed W(m, p, Σ1) and W(n, p, Σ2), respectively. The expansions hold when Σ1Σ2−1 = I + E and |Chi(E)| < 1. This technique is utilized to find the asymptotic expansion for the c.d.f. and percentile of F′ = (m1/n1)(Tr S1S4−1/Tr S3S2−1), where m1S1, m2S2, n1S3, n2S4 are independently distributed Wishart matrices with degrees of freedom m1, m2, n1, n2, respectively, and each of the pairs (S1, S2), (S3, S4) has a common Covariance matrix. Finally, an asymptotic expansion for the F′max in a special case has been attempted where F′max is a criterion suggested for tests of ...
AbstractAn asymptotic expansion of the joint distribution of k largest characteristic roots CM(i)(Si...
The asymptotic distributions under local alternatives of two test criteria for testing the hypothesi...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
The asymptotic expansions are derived up to terms of order 1/n, for the c.d.f. and percentile of the...
AbstractLet S be a p × p random matrix having a Wishart distribution Wp(n,n−1Σ). For testing a gener...
AbstractLet S be a p×p random matrix having a Wishart distribution Wp(n,n−1Σ). For testing a general...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
We propose a test of equality of two covariance matrices based on the maximum standardized di erence...
Let be a pxp random matrix having a Wishart distribution . For testing a general covariance structur...
AbstractFor normally distributed data from the k populations with m×m covariance matrices Σ1,…,Σk, w...
A simple statistic is proposed for testing the equality of the covariance matrices of several multiv...
We propose a test of equality of two covariance matrices based on the maximum standardized di erence...
AbstractIn this paper, the authors consider the evaluation of the distribution functions of the rati...
The asymptotic distributions under local alternatives of two test criteria for testing the hypothesi...
In this paper, we consider testing the equality of two mean vectors with unequal covari-ance matrice...
AbstractAn asymptotic expansion of the joint distribution of k largest characteristic roots CM(i)(Si...
The asymptotic distributions under local alternatives of two test criteria for testing the hypothesi...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
The asymptotic expansions are derived up to terms of order 1/n, for the c.d.f. and percentile of the...
AbstractLet S be a p × p random matrix having a Wishart distribution Wp(n,n−1Σ). For testing a gener...
AbstractLet S be a p×p random matrix having a Wishart distribution Wp(n,n−1Σ). For testing a general...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
We propose a test of equality of two covariance matrices based on the maximum standardized di erence...
Let be a pxp random matrix having a Wishart distribution . For testing a general covariance structur...
AbstractFor normally distributed data from the k populations with m×m covariance matrices Σ1,…,Σk, w...
A simple statistic is proposed for testing the equality of the covariance matrices of several multiv...
We propose a test of equality of two covariance matrices based on the maximum standardized di erence...
AbstractIn this paper, the authors consider the evaluation of the distribution functions of the rati...
The asymptotic distributions under local alternatives of two test criteria for testing the hypothesi...
In this paper, we consider testing the equality of two mean vectors with unequal covari-ance matrice...
AbstractAn asymptotic expansion of the joint distribution of k largest characteristic roots CM(i)(Si...
The asymptotic distributions under local alternatives of two test criteria for testing the hypothesi...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...