Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions

DOI10.1080/01966324.1989.10737255zbMath0718.62035MaRDI QIDQ5750108

C. D. Bhavsar, Chinubal G. Khatri

Publication date: 1989

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1989.10737255

zbMATH Keywords

complex structure; elliptical distributions; sphericity test; nonnormal populations; equality of covariance matrices for k populations; independence of k sets; intra class-correlation structure; noncentral chi-squares

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

Cites Work

• Unnamed Item
• Unnamed Item
• Two testing problems relating the real and complex multivariate normal distributions
• Distribution of eigenvalues in multivariate statistical analysis
• Some asymptotic inferential problems connected with elliptical distributions
• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
• Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
• Robustness and efficiency properties of scatter matrices
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Radial estimates and the test for sphericity
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution