Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry

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

zbMATH Keywords

likelihood ratio test statisticresidue theoreminverse Mellin transform

Mathematics Subject Classification ID

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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