Fitting sampling distribution agreeing in support and moments and tables of critical values of sphericity criterion

S. John

Journal of Multivariate Analysis, 1976, vol. 6, issue 4, 601-607

Abstract: Mixtures of two beta or gamma distributions having given first four, three, or two moments are found and applied to tabulate to three decimals critical values of the locally most powerful criterion of sphericity or proportions of moments of order two of a p-variate normal distribution. Expressions are given for the first four moments of the test statistic.

Keywords: Normal; Beta; Gamma; and; mixed; distributions; Test; of; hypothesis; about; covariance; or; dispersion; matrix; Method; of; moments; Recurrence; relation; Likelihood; ratio; test (search for similar items in EconPapers)
Date: 1976
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(76)90007-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:6:y:1976:i:4:p:601-607

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().