Exact distribution of Wilks' lVccriterion and its percentage points in the complex case
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Publication:3966932
DOI10.1080/03610918208812255zbMath0501.62040MaRDI QIDQ3966932
Publication date: 1982
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918208812255
Mellin transform; contour integration; Meijer G-function; likelihood ratio criterion; gamma series; tables of percentage points; complex normal population; exact null distribution of Wilks' Lvc criterion
62H10: Multivariate distribution of statistics
62G10: Nonparametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
62E15: Exact distribution theory in statistics
62Q05: Statistical tables
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Cites Work
- On the exact non-null distribution of Wilks' L(VC) criterion and power studies
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution