Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
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Publication:956990
DOI10.1016/j.csda.2003.10.016zbMath1182.62125OpenAlexW2033090865MaRDI QIDQ956990
Jie Chen, Arjun K. Gupta, Daya K. Nagar
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2003.10.016
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Related Items (5)
A test for block circular symmetric covariance structure with divergent dimension ⋮ High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound ⋮ A high-dimensional likelihood ratio test for circular symmetric covariance structure ⋮ Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions ⋮ The simultaneous test of equality and circularity of several covariance matrices
Cites Work
- The special functions and their approximations. Vol. I, II
- ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION
- On testing circular stationary and related models
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Testing and Estimation for a Circular Stationary Model
- Testing Compound Symmetry in a Normal Multivariate Distribution
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
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