Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
DOI10.1155/S0161171285000606zbMath0583.62043MaRDI QIDQ1069238
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
momentsseries representationcontour integrationMeijer's G-functioninverse Mellin transformlikelihood 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)
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