On the Moments and Density Function of Hotelling’s Trace and other Test Criteria Concerning Test of Independence Under Violation in the Complex Case
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Publication:3349798
DOI10.1080/02522667.1991.10699070zbMath0727.62059OpenAlexW2016026970MaRDI QIDQ3349798
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
momentsdensity functionslatent rootstest of independencecanonical correlation casecomplex noncentral WishartHotelling's traceWilks-Lawely test criteria
Cites Work
- The distribution of the characteristic roots of \(S_ 1 S_ 2^{-1}\) under violations in the complex case and power comparisons of four tests
- Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
- Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
- The Distribution of Hotelling's Generalised $T_0^2$
- 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
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Some Non-Central Distribution Problems in Multivariate Analysis
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