On a test of sphericity structure for a complex covariance matrix

zbMath0507.62051MaRDI QIDQ1837498

B. N. Nagarsenker, P. B. Nagarsenker

Publication date: 1981

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

moments; likelihood ratio criterion; percentage points; Box series; complex normal multivariate covariance matrix; test of sphericity structure

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

62E15: Exact distribution theory in statistics