Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
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Publication:1069238
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
moments; series representation; contour integration; Meijer's G-function; inverse Mellin transform; likelihood ratio criterion; complex multivariate normal covariance matrix; Exact null distribution; testing sphericity
62H10: Multivariate distribution of statistics
62H15: Hypothesis testing in multivariate analysis
33C60: Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions)