Exact distribution of Wilks' lVccriterion and its percentage points in the complex case

DOI10.1080/03610918208812255MaRDI QIDQ3966932zbMATH OpenOpenAlexFDO

Authors Anita Singh

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

zbMATH Keywords

complex normal populationcontour integrationexact null distribution of Wilks' Lvc criteriongamma serieslikelihood ratio criterionMeijer G-functionMellin transformtables of percentage points

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

Cites work

• On the exact non-null distribution of Wilks' L(VC) criterion and power studies
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

Cited in

(2)

• Generalized Hypergeometric Functions and Exact Distributions of Test Statistics
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review

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