Nonnull distributions of two test criteria for independence under local alternatives

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.

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Year of publication:	1973
Authors:	Nagao, Hisao
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 3.1973, 4, p. 435-444
Publisher:	Elsevier
Keywords:	Test of independence likelihood ratio criterion and trace criterion asymptotic expansion distribution function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221615