Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions

DOI10.1080/01966324.1989.10737255zbMATH Open0718.62035OpenAlexW2407302587MaRDI QIDQ5750108FDOQ5750108

Authors: 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

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zbMATH Keywords

elliptical distributionssphericity testcomplex structurenonnormal populationsequality of covariance matrices for k populationsindependence of k setsintra class-correlation structurenoncentral chi-squares

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Distribution of eigenvalues in multivariate statistical analysis
• Radial estimates and the test for sphericity
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Robustness and efficiency properties of scatter matrices
• Two testing problems relating the real and complex multivariate normal distributions
• Some asymptotic inferential problems connected with elliptical distributions
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices

Cited In (13)

• Title not available (Why is that?)
• On the distribution of the function of the F-matrix under an elliptical population
• THE EFFECTS OF NONNORMALITY ON THE UPPER PERCENTILES OF T<SUP>2</SUP><SUB>max</SUB> STATISTIC IN ELLIPTICAL DISTRIBUTIONS
• Title not available (Why is that?)
• Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
• Title not available (Why is that?)
• The effect of non-normality on the distribution of sample fourth order cumulant under elliptical populations
• Elliptical multivariate analysis
• Title not available (Why is that?)
• Asymptotic distributions of profile test statistics under elliptical populations
• The joint distribution of Studentized residuals under elliptical distributions
• Title not available (Why is that?)
• Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population

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