Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components
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Publication:631629
DOI10.1016/j.jmva.2010.11.005zbMath1207.62117MaRDI QIDQ631629
J. J. J. Roux, Mohammad Arashi, Andriëtte Bekker
Publication date: 14 March 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2263/15917
product; invariant polynomials; Meijer's \(G\)-function; ratio; zonal polynomial; Wilks' statistic; noncentral matrix variate beta type I distribution
62H10: Multivariate distribution of statistics
62H15: Hypothesis testing in multivariate analysis
33C90: Applications of hypergeometric functions
Related Items
Exact distributions of two non-central generalized Wilks's statistics, Integral Representation of Quaternion Elliptical Density and its Applications, Distribution of the product of determinants of noncentral bimatrix beta variates, On the real representation of quaternion random variables
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