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

DOI10.1016/J.JMVA.2010.11.005zbMATH Open1207.62117OpenAlexW1968355858MaRDI QIDQ631629FDOQ631629

Authors: J. J. J. Roux, A. Bekker, M. Arashi 

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

Recommendations

• Exact distribution of the non-central Wilks's statistic of the second kind
• Exact distribution of the generalized Wilks's statistic and applications
• Distribution of the product of determinants of noncentral bimatrix beta variates
• Bimatrix variate beta type IV distribution: relation to Wilks's statistic and bimatrix variate Kummer-beta type IV distribution
• The exact and near-exact distributions for the Wilks lambda statistic used in the test of independence of two sets of variables

zbMATH Keywords

productMeijer's \(G\)-functionratioinvariant polynomialszonal 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)

Cites Work

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Cited In (6)

• Exact distribution of the non-central Wilks's statistic of the second kind
• Integral representation of quaternion elliptical density and its applications
• Distribution of the product of determinants of noncentral bimatrix beta variates
• Exact distribution of the generalized Wilks's statistic and applications
• On the real representation of quaternion random variables
• Exact distributions of two non-central generalized Wilks's statistics

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