Exact distribution of sphericity criterion in the complex case and its percentage points

DOI10.1080/03610927508827253MaRDI QIDQ4070150zbMATH OpenOpenAlexFDO

Authors B. N. Nagarsenker, M. Mariya Das

Publication date 1975

Published in Communications in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927508827253

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

Cited in

(5)

• The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Asymptotic distributions of the sphericity test in a complex multivariate normal distribution
• Testing sphericity using small samples
• Some recent developments on complex multivariate distributions

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