On the Moments and Density Function of Hotelling’s Trace and other Test Criteria Concerning Test of Independence Under Violation in the Complex Case

DOI10.1080/02522667.1991.10699070zbMATH Open0727.62059OpenAlexW2016026970MaRDI QIDQ3349798FDOQ3349798

Authors: Nashat B. Saweris 

Publication date: 1991

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1991.10699070

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zbMATH Keywords

momentstest of independencedensity functionslatent rootscanonical correlation casecomplex noncentral WishartHotelling's traceWilks-Lawely test criteria

Mathematics Subject Classification ID

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

Cites Work

• Some Non-Central Distribution Problems in Multivariate Analysis
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• The Distribution of Hotelling's Generalised $T_0^2$
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
• On the Exact Distributions of Likelihood Ratio Criteria for Testing Independence of Sets of Variates Under the Null Hypothesis
• Some Distribution Problems in the Multivariate Complex Gaussian Case
• The distribution of the characteristic roots of \(S_ 1 S_ 2^{-1}\) under violations in the complex case and power comparisons of four tests

Cited In (2)

• Title not available (Why is that?)
• The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case

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