Relationships among classes of spherical matrix distributions
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Publication:1062712
DOI10.1007/BF01669674zbMath0573.62046OpenAlexW1485745263MaRDI QIDQ1062712
Publication date: 1984
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01669674
characteristic functionselliptically contoured distributionuniform distributionmarginal distributionscoordinate transformationssphericityBartlett decompositionstochastic representationsmarginal densitiesHotelling statisticcanonical correlation coefficientspherical matrix distributionWilks statistics
Multivariate distribution of statistics (62H10) Foundations and philosophical topics in statistics (62A01)
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Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions, Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions, Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications, Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators, The expected values of zonal polynomials of elliptically contoured distributions
Cites Work
- Invariant scale matrix hypothesis tests under elliptical symmetry
- A robustness property of Hotelling's \(T^ 2-\)test
- On the theory of elliptically contoured distributions
- Robustness of multivariate tests
- Robust tests for spherical symmetry
- Extendibility of spherical matrix distributions
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
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