Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap |
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Authors: | Y.M. Chan M.S. Srivastava |
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Affiliation: | University of Toronto , Toronto, Ontario, Canada |
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Abstract: | The asymptotic distributions of two tests for sphericity:the locally most powerful invariant test and the likelihood ratio test are derived under the general alternaties ∑?σ2 I. The powers of these two tests are then compared when the data are from a trivariate normal population. The bootstrap method is also used to obtain the powers and the powers obtained by this method agree with those from the asymptotic distributions. |
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Keywords: | bootstrap method Edgeworth expansion sphericity tests power funetion |
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