The distribution of the characteristic roots of \(S_ 1 S_ 2^{-1}\) under violations in the complex case and power comparisons of four tests

zbMath0463.62046MaRDI QIDQ1153630

Yu-Sheng Hsu, K. C. S. Pillai

Publication date: 1979

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

non-normalitycomplex Gaussianpower comparisonsWilks criterionunequal covariance matricesPillai traceRoy largest rootHotelling tracedistribution of characteristic rootstabulationsviolations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices ⋮ The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case ⋮ On the Moments and Density Function of Hotelling’s Trace and other Test Criteria Concerning Test of Independence Under Violation in the Complex Case ⋮ The distributions of some statistics associated with two multivariate hypotheses under violations in the complex case

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