Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components

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

zbMATH Keywords

product; invariant polynomials; Meijer's \(G\)-function; ratio; zonal polynomial; Wilks' statistic; noncentral matrix variate beta type I distribution

Mathematics Subject Classification ID

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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