Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
DOI10.1155/S0161171285000606zbMATH Open0583.62043MaRDI QIDQ1069238FDOQ1069238
Authors: B. George 
Publication date: 1985
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/46017
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momentscontour integrationMeijer's G-functioninverse Mellin transformseries representationlikelihood ratio criterioncomplex multivariate normal covariance matrixExact null distributiontesting sphericity
Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)
Cited In (16)
- The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
- Distribution of the Λ-Criterion for Sphericity Test and Its Connection to a Generalized Dirichlet Model
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- The block sphericity test --- exact and near-exact distributions for the likelihood ratio statistic
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- Testing sphericity in a GMANOVA-MANOVA model with normal error
- Testing sphericity using small samples
- On generalized Wishart distributions. II: Sphericity test
- Sphericity test in a GMANOVA-MANOVA model with normal error
- TESTING SPHERICITY UNDER A MIXTURE MODEL
- On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach
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- Distribution of \(LRC\) for testing sphericity structure of a covariance matrix in multivariate normal distribution
- NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE
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