Showing papers in "Annals of Mathematical Statistics in 1973"
Journal Article•
TL;DR: In this paper, new test criteria are proposed for testing various hypotheses concerning covariance matrices and asymptotic expansions of their null distributions are derived in terms of the $\chi^2$-distribution.
Abstract: Some new test criteria are proposed for testing various hypotheses concerning covariance matrices. Asymptotic expansions of their null distributions are derived in terms of the $\chi^2$-distribution.
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