Work

Locally Best Invariant Test for Sphericity and the Limiting Distributions

Year: 1972

Type: article

Abstract: The locally best invariant test for testing sphericity in a multivariate normal distribution is obtained. It is different from the likelihood ratio criterion. Some other known results are remarked. The limiting distributions of the test statistics are investigated. In particular Pitman efficiency of the likelihood ratio test with respect to the locally best invariant test is shown to be one for normal alternatives.

Source: The Annals of Mathematical Statistics

DOI: 10.1214/aoms/1177692481

Author: Nariaki Sugiura

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W2092331786

FWCI: 0.649

Cites: 10

Cited by: 53

Related to: 10