Exact expression of the density of the sample generalized variance and applications

DOI10.1007/S00362-008-0187-3zbMATH Open1247.62136OpenAlexW2008617867MaRDI QIDQ451467FDOQ451467

Authors: Thu Pham Gia, Noyan Turkkan 

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0187-3

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zbMATH Keywords

productratioexact confidence intervalMeijer function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of hypergeometric functions (33C90)

Cites Work

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• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• CHARACTERS OF GL(n , F _q ) AND HOPF ALGEBRAS
• Exact distribution of the generalized Wilks's statistic and applications
• The exact non-central distribution of the generalized variance
• Distributions of ratios of random variables from the power-quadratic exponential family and applications
• Bayesian analysis of a 2×2 contingency table with dependent proportions and exact sample size
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• OPERATIONS ON THE GENERALIZED-FVARIABLES AND APPLICATIONS
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• Testing sphericity using small samples
• Statistical Discrimination Analysis Using the Maximum Function
• A Significance Test for Component Analysis

Cited In (6)

• Confidence intervals for product of powers of the generalized variances of k multivariate normal populations
• Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
• A new confidence interval for standardized generalized variances of k -multivariate normal populations
• Distribution of the determinant of the sample correlation matrix from a mixture normal model
• On the distribution of sample scale-free scatter matrices
• On the distribution of the determinant of sample correlation matrix from multivariate Gaussian population

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