Forchini, G. - In: Journal of Multivariate Analysis 93 (2005) 2, pp. 223-237
Nyblom (J. Multivariate Anal. 76 (2001) 294) has derived locally best invariant test for the covariance structure in a multivariate linear model. The class of invariant tests obtained by Nyblom [9] does not coincide with the class of similar tests for this testing set-up. This paper extends some...