On testing circular stationary and related models

DOI10.1080/00949658808811064zbMath0726.62074OpenAlexW1977806006WikidataQ126248364 ScholiaQ126248364MaRDI QIDQ3350513

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Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/00949658808811064

zbMATH Keywords

Mellin transformlikelihood ratio statisticcircular symmetric matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items

A test for block circular symmetric covariance structure with divergent dimension ⋮ On testing structure of mean vector of compound symmetric gaussian model ⋮ A high-dimensional likelihood ratio test for circular symmetric covariance structure ⋮ Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry ⋮ Unnamed Item

Cites Work

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• Generalized hypergeometric functions with applications in statistics and physical sciences
• ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION
• Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
• Testing and Estimation for a Circular Stationary Model