Exact distribution of sphericity criterion in the complex case and its percentage points
From MaRDI portal
Publication:4070150
DOI10.1080/03610927508827253zbMath0312.62039OpenAlexW2020172658MaRDI QIDQ4070150
B. N. Nagarsenker, M. Mariya Das
Publication date: 1975
Published in: Communications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610927508827253
Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Statistical tables (62Q05)
Related Items
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review, Testing sphericity using small samples, Some recent developments on complex multivariate distributions, Asymptotic distributions of the sphericity test in a complex multivariate normal distribution, The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting