Asymptotic non-null distribution for the locally most powerful invariant test for sphericity |
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| Authors: | E.M. Carter M.S. Srivastava |
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| Affiliation: | 1. University of Guelph ,;2. University of Toronto , |
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| Abstract: | The asymptotic non-null distribution of the locally most powerful invariant test for sphericity is derived under local alternatives and the power is compared with that of the likelihood ratio test, which is admissible (Kiefe and Schwartz (1965)) and has a monotone power function (Carter and Srivastava (1977)). Up to 0(n -3/2) the powers are essentially the same. |
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| Keywords: | Wishart distribution locally most powerful asymptotic |
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