On some tests of the covariance matrix under general conditions

Annals of the Institute of Statistical Mathematics

Volumn 58, Issue 1, 2006, Pages 101-114

  Gupta, Arjun K ^a   Xu, Jin ^a  

^a BOWLING GREEN STATE UNIVERSITY   (United States)

Author keywords

Canonical correlation; Characteristic function; Covariance matrix; Multiple correlation coefficient; Test statistic

Indexed keywords

DEGREES OF FREEDOM (MECHANICS); FUNCTIONS; MATHEMATICAL TRANSFORMATIONS; NORMAL DISTRIBUTION; SAMPLING; STATISTICAL METHODS; VECTORS;

CANONICAL CORRELATION; CHARACTERISTIC FUNCTION; COVARIANCE MATRIX; MULTIPLE CORRELATION COEFFICIENT; TEST STATISTIC;

MATRIX ALGEBRA;

EID: 33645716745     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-005-0010-z     Document Type: Article

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