On generalized Wishart distributions. II: Sphericity test

DOI10.1007/s13171-013-0049-5zbMath1314.62049OpenAlexW1977958687MaRDI QIDQ2257027

Francisco J. Caro-Lopera, Narayanaswamy Balakrishnan, Graciela M. González-Farías

Publication date: 23 February 2015

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-013-0049-5

zbMATH Keywords

Mellin transformlikelihood ratio statisticelliptical modelsG-functionszonal polynomials

Mathematics Subject Classification ID

Multivariate analysis (62H99) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Other basic hypergeometric functions and integrals in several variables (33D70)

Related Items (3)

Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions ⋮ DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION ⋮ Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots

Cites Work

• The efficient evaluation of the hypergeometric function of a matrix argument
• Noncentral elliptical configuration density
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
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