The distribution of the sphericity test criterion
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Cited by:
- Ferre, Louis, 1995. "Selection of components in principal component analysis: A comparison of methods," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 669-682, June.
- Cho, Jin Seo & Phillips, Peter C.B., 2018.
"Pythagorean generalization of testing the equality of two symmetric positive definite matrices,"
Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
- Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
- Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
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Keywords
Exact distribution sphericity test criterion contour integration factorial series percentage points approximations;Statistics
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