Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case

DOI10.1080/03610928408828772zbMATH Open0552.62038OpenAlexW1497487745MaRDI QIDQ3345609FDOQ3345609

Authors: B. N. Nagarsenker, P. B. Nagarsenker, Dennis W. Quinn 

Publication date: 1984

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828772

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zbMATH Keywords

asymptotic expansionsManovacomplex multivariate Gaussian distributionnon-null distribution of the Wilks' statisticpartial differential equation approach

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Cites Work

• Title not available (Why is that?)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Partial differential equations for hypergeometric functions of complex argument matrices and their applications
• On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series
• Distributions of the largest latent root of the multivariate complex Gaussian distribution

Cited In (3)

• A Dimensional CLT for Non-Central Wilks' Lambda in Multivariate Analysis
• The distribution of the non-central Wilks statistic in the complex case
• An asymptotic expansion of the nonnull distribution of Wilks criterion for testing the multivariate linear hypothesis

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