On Some Test Criteria for Covariance Matrix

The Annals of Statistics ◽

10.1214/aos/1176342464 ◽

1973 ◽

Vol 1 (4) ◽

pp. 700-709 ◽

Author(s):

Hisao Nagao

Keyword(s):

Covariance Matrix ◽

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Asymptotic Distributions of Some Test Criteria for the Covariance Matrix in Elliptical Distributions under Local Alternatives

Journal of Multivariate Analysis ◽

10.1006/jmva.1995.1073 ◽

1995 ◽

Vol 55 (2) ◽

pp. 165-186 ◽

Author(s):

S. Purkayastha ◽

M.S. Srivastava

Keyword(s):

Covariance Matrix ◽

Asymptotic Distributions ◽

Local Alternatives ◽

Elliptical Distributions ◽

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On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations

Journal of Multivariate Analysis ◽

10.1016/0047-259x(92)90039-i ◽

1992 ◽

Vol 43 (2) ◽

pp. 331-350 ◽

Author(s):

Hisao Nagao ◽

M.S Srivastava

Keyword(s):

Covariance Matrix ◽

Local Alternatives ◽

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Properties of some test criteria for covariance matrix

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02504758 ◽

1976 ◽

Vol 28 (1) ◽

pp. 403-409 ◽

Author(s):

Hisao Nagao

Keyword(s):

Covariance Matrix ◽

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Asymptotic nonnull distributions of certain test criteria for a covariance matrix

Journal of Multivariate Analysis ◽

10.1016/0047-259x(74)90022-0 ◽

1974 ◽

Vol 4 (4) ◽

pp. 409-418 ◽

Author(s):

Hisao Nagao

Keyword(s):

Covariance Matrix ◽

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Estimability of parameters of the covariance matrix and variance components

Optimization ◽

10.1080/02331937408842190 ◽

1974 ◽

Vol 5 (3) ◽

pp. 245-248

Author(s):

R. Pincus

Keyword(s):

Covariance Matrix ◽

Variance Components

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Testing and Estimation When a Normal Covariance Matrix Has Intraclass Structure of Arbitrary Order

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917408548385 ◽

1974 ◽

Vol 3 (4) ◽

pp. 343-359

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Arbitrary Order

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Some Likelihood Ratio Tests When a Normal Covariance Matrix Has Certain Reducible Linear Structures

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548472 ◽

1975 ◽

Vol 4 (6) ◽

pp. 537-554

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Linear Structures

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Spatial Spoofing Signal Suppression Using the Constellation Covariance Matrix

Proceedings of the 29th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2016) ◽

10.33012/2016.14783 ◽

2016 ◽

Author(s):

L. Kurz ◽

S. Zorn ◽

T.G. Noll

Keyword(s):

Covariance Matrix ◽

Signal Suppression

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SPATIAL SELECTION OF WIDE-BAND SOURCES BY COVARIANCE MATRIX EIGENVALUES

Telecommunications and Radio Engineering ◽

10.1615/telecomradeng.v73.i9.40 ◽

2014 ◽

Vol 73 (9) ◽

pp. 793-801

Author(s):

O. V. Sytnik ◽

V. M. Kartashov ◽

A.A. Suprun

Keyword(s):

Covariance Matrix ◽

Wide Band ◽

Spatial Selection ◽

Matrix Eigenvalues ◽

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A Cumulative Sum Algorithm for Detecting Changes in the Covariance Matrix of Multidimensional Time Series

Vestnik MEI ◽

10.24160/1993-6982-2020-3-92-101 ◽

2020 ◽

Vol 3 (3) ◽

pp. 92-101

Author(s):

Gennadiy F. Filaretov ◽

◽

Pavel S. Simonenkov ◽

Keyword(s):

Time Series ◽

Covariance Matrix ◽

Cumulative Sum ◽

Multidimensional Time Series

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