In this paper, the authors considered various procedures for testing for the independence of two multivariate regression equations with different design matrices. Asymptotic null distributions as well as nonnull distributions under local alternatives of the test statistics associated with the...

Let S be a p - p random matrix having a Wishart distribution Wp(n,n-1[Sigma]). For testing a general covariance structure [Sigma] = [Sigma]([xi]), we consider a class of test statistics Th = n inf [varrho]h(S, [Sigma]([xi])), where [varrho]h([Sigma]1, [Sigma]2) = [Sigma]j = 1ph([lambda]j) is a...