scientific article; zbMATH DE number 813733

MaRDI QIDQ4854076zbMATH OpenFDO

Authors D. K. Nagar, Arjun K. Gupta

Publication date 2 January 1996

zbMATH Keywords

asymptotic expansionlikelihood ratio statisticasymptotic non-null distributioncomplex multivariate Gaussian model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations
• scientific article; zbMATH DE number 232352
• scientific article; zbMATH DE number 232365
• NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE
• ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL

Cited in

(10)

• scientific article; zbMATH DE number 3940406 (Why is no real title available?)
• scientific article; zbMATH DE number 3951807 (Why is no real title available?)
• scientific article; zbMATH DE number 1507883 (Why is no real title available?)
• scientific article; zbMATH DE number 418928 (Why is no real title available?)
• scientific article; zbMATH DE number 4032833 (Why is no real title available?)
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
• Asymptotic distribution of the likelihood ratio test statistic in the multisample case
• Percentage points of the likelihood ratio statistic for testingH: μ=μe;Σ=Σ_cin a multivariate Gaussian model
• On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
• scientific article; zbMATH DE number 735453 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4854076)