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

DOI10.1080/03610928408828772MaRDI QIDQ3345609zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Distributions of the largest latent root of the multivariate complex Gaussian distribution
• On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series
• Partial differential equations for hypergeometric functions of complex argument matrices and their applications
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

Cited in

(3)

• 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
• A Dimensional CLT for Non-Central Wilks' Lambda in Multivariate Analysis

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