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

DOI10.1080/00949658908811125zbMATH Open0726.62021OpenAlexW2136391335MaRDI QIDQ3350474FDOQ3350474

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

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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)

Cites Work

• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
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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

Cited In (16)

• Rao's statistic for homogeneity of multiple parameter
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
• Title not available (Why is that?)
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
• Non-null distribution of Kullback's statistic for testing equality of correlation matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models
• Asymptotic distribution of the likelihood ratio test statistic in the multisample case

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