Add to ORKGClassical tests about covariance structure are examined in the situation when the population distribution is non-normal and existence of the fourth order moments is assumed. Asymptotic distributions for test statistics are derived and speed of convergence to the asymptotic distributions examined in a simulation experimen
Let be a pxp random matrix having a Wishart distribution . For testing a general covariance structur...
A simple statistic is proposed for testing the equality of the covariance matrices of several multiv...
AbstractThis paper examines asymptotic distributions of the likelihood ratio criteria, which are pro...
Classical tests about covariance structure are examined in the situation when the population distrib...
AbstractThis paper examines asymptotic distributions of the likelihood ratio criteria, which are pro...
Abstract: Several test statistics for covariance structure models derived from the normal theory lik...
This paper examines asymptotic distributions of the likelihood ratio criteria, which are proposed un...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
In this paper, tests are developed for testing certain hypotheses on the covari-ance matrix Σ, when ...
This article analyzes whether some existing tests for the pxp covariance matrix [Sigma] of the N ind...
Statisticians are interested in testing the structure of covariance matrices, especially under the h...
Statisticians are interested in testing the structure of covariance matrices, especially under the h...
Mean structures form a basis for mean, covariance, and other forms of moment structure analysis incl...
AbstractIn this paper the distribution of the likelihood ratio test for testing the reality of the c...
Let be a pxp random matrix having a Wishart distribution . For testing a general covariance structur...
A simple statistic is proposed for testing the equality of the covariance matrices of several multiv...
AbstractThis paper examines asymptotic distributions of the likelihood ratio criteria, which are pro...
Classical tests about covariance structure are examined in the situation when the population distrib...
AbstractThis paper examines asymptotic distributions of the likelihood ratio criteria, which are pro...
Abstract: Several test statistics for covariance structure models derived from the normal theory lik...
This paper examines asymptotic distributions of the likelihood ratio criteria, which are proposed un...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
In this paper, tests are developed for testing certain hypotheses on the covari-ance matrix Σ, when ...
This article analyzes whether some existing tests for the pxp covariance matrix [Sigma] of the N ind...
Statisticians are interested in testing the structure of covariance matrices, especially under the h...
Statisticians are interested in testing the structure of covariance matrices, especially under the h...
Mean structures form a basis for mean, covariance, and other forms of moment structure analysis incl...
AbstractIn this paper the distribution of the likelihood ratio test for testing the reality of the c...
Let be a pxp random matrix having a Wishart distribution . For testing a general covariance structur...
A simple statistic is proposed for testing the equality of the covariance matrices of several multiv...
AbstractThis paper examines asymptotic distributions of the likelihood ratio criteria, which are pro...