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

DOI10.1080/03610910802017760MaRDI QIDQ3527769zbMATH OpenOpenAlexFDO

Authors 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

beta variablesexact distributiongeneralized Dirichlet densitylikelihood ratio criterionMeijer's \(G\)-function

Mathematics Subject Classification ID

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

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Cites work

• A generalized Dirichlet model
• Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
• scientific article; zbMATH DE number 412096 (Why is no real title available?)
• scientific article; zbMATH DE number 1350311 (Why is no real title available?)
• 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
• Significance Test for Sphericity of a Normal n-Variate Distribution
• The distribution of the sphericity test criterion

Cited in

(5)

• Distribution of \(LRC\) for testing sphericity structure of a covariance matrix in multivariate normal distribution
• On generalized Wishart distributions. II: Sphericity test
• On some integral representations of certain G-functions
• Distribution of the LR criterion Up,m,n as a marginal distribution of a generalized Dirichlet model
• Testing sphericity using small samples

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