Hypothesis Testing

Arjun K. Gupta, Tamas Varga and Taras Bodnar
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Arjun K. Gupta: Bowling Green State University, Department of Mathematics and Statistics
Tamas Varga: Damjanich
Taras Bodnar: Humboldt-University of Berlin, Department of Mathematics

Chapter Chapter 8 in Elliptically Contoured Models in Statistics and Portfolio Theory, 2013, pp 193-216 from Springer

Abstract: Abstract Before studying concrete hypotheses, we derive some general theorems. These results are based on Anderson, Fang, and Hsu (1986) and Hsu (1985b).

Keywords: Covariance Matrix; Linear Transformation; Partial Correlation; Joint Distribution; Matrix Variate (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8154-6_8

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DOI: 10.1007/978-1-4614-8154-6_8

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