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

DOI10.1080/02522667.1991.10699070MaRDI QIDQ3349798zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation
• A GENERALIZATION OF TESTING INDEPENDENCE OF SETS OF VARIATES
• The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case
• scientific article; zbMATH DE number 3949512
• Test of independence between tow sets of variates

Cites work

• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• 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
• Some Non-Central Distribution Problems in Multivariate Analysis
• The Distribution of Hotelling's Generalised $T_0^2$
• 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)

• scientific article; zbMATH DE number 3949512 (Why is no real title available?)
• The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case

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