Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations

DOI10.1080/00949658908811125MaRDI QIDQ3350474zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, D. K. Nagar

Publication date 1989

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658908811125

zbMATH Keywords

special functionszonal polynomialsgamma functionslikelihood-ratio testAsymptotic expansionsequence of local alternativesnonnull distributionlogarithmic expansionmultivariate complex Gaussian populationsNonnull moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

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Cites work

• scientific article; zbMATH DE number 3840993 (Why is no real title available?)
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Distribution of Wilk's likelihood-ratio criterion in the complex case
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• On a test for reality of the covariance matrix in a complex gaussian distribution
• The asymptotic distributions of the statistics based on the complex Gaussian distribution

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(16)

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• Rao's statistic for homogeneity of multiple parameter
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• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
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• Asymptotic distribution of the likelihood ratio test statistic in the multisample case
• Non-null distribution of Kullback's statistic for testing equality of correlation matrices
• scientific article; zbMATH DE number 1944339 (Why is no real title available?)
• scientific article; zbMATH DE number 3923887 (Why is no real title available?)
• On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
• scientific article; zbMATH DE number 735453 (Why is no real title available?)
• Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models

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