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Venables, W. – Journal of Multivariate Analysis, 1976
Recent results of Bloomfield and Watson and Knott are used to derive a class of union-intersection tests for sphericity from likelihood ratio tests of independence of two sets of variates. It is shown that the ordinary likelihood ratio test for sphericity has a natural union-intersection interpretation. (Author/RC)
Descriptors: Correlation, Hypothesis Testing, Matrices, Orthogonal Rotation