Open AccessLocally Best Invariant Test for Sphericity and the Limiting Distributions
Author(s) -
Nariaki Sugiura
Publication year - 1972
Publication title -
annals of mathematical statistics
Language(s) - English
Resource type - Journals
eISSN - 2168-8990
pISSN - 0003-4851
DOI - 10.1214/aoms/1177692481
Subject(s) - sphericity , mathematics , likelihood ratio test , statistics , invariant (physics) , limiting , ratio test , score test , multivariate statistics , maximum likelihood , multivariate normal distribution , multivariate stable distribution , normal wishart distribution , geometry , mechanical engineering , engineering , mathematical physics