Asymptotic Distributions of Some Multivariate Tests

DOI10.1214/AOMS/1177696976MaRDI QIDQ5617425zbMATH OpenOpenAlexFDO

Authors Robb J. Muirhead

Publication date 1970

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177696976

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited in

(26)

• Singular matric and matrix variate \(t\) distributions
• Characterizations of the beta distribution on symmetric matrices
• Noncentral elliptical configuration density
• Likelihood ratio testing on partial multinormal data
• An asymptotic test for redundancy of variables in the comparison of two covariance matrices
• On the distribution of the function of the F-matrix under an elliptical population
• A decision procedure for determining the number of components in principal component analysis
• Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis
• Distributions of the largest latent root of the multivariate complex Gaussian distribution
• Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
• Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis
• Partial differential equations for hypergeometric functions of complex argument matrices and their applications
• On tests for selection of variables and independence under multivariate regression models
• Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\)
• Partial differential equations for hypergeometric functions of two argument matrices
• On the distribution of the likelihood ratio test of equality of normal populations
• Exact percentage points of the dsitribtuion of the race of a multivariate beta matrix
• Partial differential equations for hypergeometric functions ₃F₂ of matrix argument
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
• Z-measures on partitions and their scaling limits
• Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review
• Invariant Polynomials and Related Tests
• Statistical theory of shape under elliptical models and singular value decompositions
• Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
• DOA estimator performance assessment in the pre-asymptotic domain using the likelihood principle

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