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...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2015
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| Texto completo: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000100123 |
| País: | Brasil |
| Oai: | oai:scielo:S0101-74382015000100123 |