On testing structure of mean vector of compound symmetric gaussian model

DOI10.1080/03610929508831669MaRDI QIDQ4337126zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, D. K. Nagar

Publication date 10 November 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929508831669

zbMATH Keywords

distributionlikelihood ratio testMellin transformmomentsorthogonal transformation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3390165 (Why is no real title available?)
• Noncentral Distribution of Wilks' Statistic in Manova
• On testing circular stationary and related models
• On the exact distribution of Wilks's criterion
• Some results on the distribution of Wilks's likelihood-ratio criterion
• Sur les valeurs asymptotiques des nombres et des polynômes de Bernoulli
• Testing Compound Symmetry in a Normal Multivariate Distribution
• The special functions and their approximations. Vol. I, II

Cited in

(5)

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• ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL
• scientific article; zbMATH DE number 4126478 (Why is no real title available?)
• scientific article; zbMATH DE number 7007504 (Why is no real title available?)
• Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure

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