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

DOI10.1080/00949658908811125zbMath0726.62021MaRDI QIDQ3350474

Arjun K. Gupta, Daya 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 functions; zonal polynomials; likelihood-ratio test; gamma functions; Asymptotic expansion; sequence of local alternatives; nonnull distribution; logarithmic expansion; multivariate complex Gaussian populations; Nonnull moments

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

33C15: Confluent hypergeometric functions, Whittaker functions, ({}_1F_1)

Cites Work

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• The asymptotic distributions of the statistics based on the complex Gaussian distribution
• Distribution of Wilk's likelihood-ratio criterion in the complex case
• On a test for reality of the covariance matrix in a complex gaussian distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples