Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components

DOI10.1016/j.jmva.2010.11.005zbMath1207.62117OpenAlexW1968355858MaRDI QIDQ631629

J. J. J. Roux, Mohammad Arashi, Andriëtte Bekker

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2263/15917

zbMATH Keywords

productinvariant polynomialsMeijer's \(G\)-functionratiozonal polynomialWilks' statisticnoncentral matrix variate beta type I distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Applications of hypergeometric functions (33C90)

Related Items (4)

Exact distributions of two non-central generalized Wilks's statistics ⋮ Distribution of the product of determinants of noncentral bimatrix beta variates ⋮ Integral Representation of Quaternion Elliptical Density and its Applications ⋮ On the real representation of quaternion random variables

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