Approximate Asymptotic Distribution of Locally Most Powerful Invariant Test for Independence: Complex Case

DOI10.1109/TIT.2017.2669021MaRDI QIDQ4566744zbMATH OpenOpenAlexFDO

Authors Yu-Hang Xiao, Lei Huang, Junhao Xie, H. C. So

Publication date 27 June 2018

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2017.2669021

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(4)

• Asymptotic distribution of the most powerful invariant test for invariant families
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• Asymptotically uniformly most powerful tests for independent or Markovian observations
• Local Powers of Optimal One‐sample and Multi‐sample Tests for the Concentration of Fisher‐von Mises‐Langevin Distributions

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