Distribution of LRC for testing sphericity of a complex multivariate Gaussian model

DOI10.1155/S0161171285000606MaRDI QIDQ1069238zbMATH OpenFDO

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

zbMATH Keywords

momentscontour integrationMeijer's G-functioninverse Mellin transformseries representationlikelihood ratio criterioncomplex multivariate normal covariance matrixExact null distributiontesting sphericity

Mathematics Subject Classification ID

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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Cited in

(16)

• On generalized Wishart distributions. II: Sphericity test
• Testing sphericity in a GMANOVA-MANOVA model with normal error
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach
• The block sphericity test --- exact and near-exact distributions for the likelihood ratio statistic
• Distribution of \(LRC\) for testing sphericity structure of a covariance matrix in multivariate normal distribution
• Sphericity test in a GMANOVA-MANOVA model with normal error
• TESTING SPHERICITY UNDER A MIXTURE MODEL
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• Testing sphericity using small samples
• 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

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