Nonnull distributions of two test criteria for independence under local alternatives

Hisao Nagao

Journal of Multivariate Analysis, 1973, vol. 3, issue 4, 435-444

Abstract: For testing the independence of q-sets in a p-variate normal population, the asymptotic distributions of the likelihood ratio test, and the test proposed by the author under local alternatives are derived in terms of noncentral [chi]2 variates.

Keywords: Test; of; independence; likelihood; ratio; criterion; and; trace; criterion; asymptotic; expansion; distribution; function (search for similar items in EconPapers)
Date: 1973
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