Distribution of the Λ-Criterion for Sphericity Test and Its Connection to a Generalized Dirichlet Model

DOI10.1080/03610910802017760zbMath1145.62046OpenAlexW2014288205MaRDI QIDQ3527769

Seemon Thomas, Alex Thannippara

Publication date: 30 September 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802017760

zbMATH Keywords

exact distributionMeijer's \(G\)-functionlikelihood ratio criterionbeta variablesgeneralized Dirichlet density

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Applications of hypergeometric functions (33C90)

Related Items

On some integral representations of certain \(G\)-functions ⋮ Testing sphericity using small samples ⋮ Distribution of the LR criterion Up,m,n as a marginal distribution of a generalized Dirichlet model

Cites Work

• Unnamed Item
• Unnamed Item
• A generalized Dirichlet model
• The distribution of the sphericity test criterion
• On the distribution of a statistic used for testing a covariance matrix
• On the Exact Distributions of the Criterion $W$ for Testing Sphericity in a $p$-Variate Normal Distribution
• Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
• Significance Test for Sphericity of a Normal $n$-Variate Distribution

This page was built for publication: Distribution of the Λ-Criterion for Sphericity Test and Its Connection to a Generalized Dirichlet Model