Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions

DOI10.1080/01966324.1989.10737255MaRDI QIDQ5750108zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
• Distribution of eigenvalues in multivariate statistical analysis
• Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
• Radial estimates and the test for sphericity
• Robustness and efficiency properties of scatter matrices
• Some asymptotic inferential problems connected with elliptical distributions
• Two testing problems relating the real and complex multivariate normal distributions

Cited in

(13)

• Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
• scientific article; zbMATH DE number 4172142 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 167211 (Why is no real title available?)
• Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
• scientific article; zbMATH DE number 4020199 (Why is no real title available?)
• The effect of non-normality on the distribution of sample fourth order cumulant under elliptical populations
• Elliptical multivariate analysis
• scientific article; zbMATH DE number 1736628 (Why is no real title available?)
• Asymptotic distributions of profile test statistics under elliptical populations
• The joint distribution of Studentized residuals under elliptical distributions
• scientific article; zbMATH DE number 1406071 (Why is no real title available?)

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