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On Some Tests of the Covariance Matrix Under General Conditions

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  • Arjun Gupta
  • Jin Xu

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  • Arjun Gupta & Jin Xu, 2006. "On Some Tests of the Covariance Matrix Under General Conditions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 101-114, March.
    • Handle: RePEc:spr:aistmt:v:58:y:2006:i:1:p:101-114
    DOI: 10.1007/s10463-005-0010-z
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    References listed on IDEAS

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    1. Sadanori Konishi & Naoto Niki & Arjun Gupta, 1988. "Asymptotic expansions for the distribution of quadratic forms in normal variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(2), pages 279-296, June.
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    Cited by:

    1. Gupta, Arjun K. & Bodnar, Taras, 2014. "An exact test about the covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 176-189.
    2. Taras Bodnar & Arjun Gupta, 2013. "An exact test for a column of the covariance matrix based on a single observation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 847-855, August.
    3. Graciela Boente & Daniela Rodriguez & Mariela Sued, 2018. "Testing equality between several populations covariance operators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 919-950, August.
    4. Hallin, Marc & Paindaveine, Davy, 2009. "Optimal tests for homogeneity of covariance, scale, and shape," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 422-444, March.
    5. Bodnar, Taras & Dette, Holger & Parolya, Nestor, 2019. "Testing for independence of large dimensional vectors," MPRA Paper 97997, University Library of Munich, Germany, revised May 2019.
    6. Marc Hallin, 2008. "On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance," Working Papers ECARES 2008_039, ULB -- Universite Libre de Bruxelles.

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