Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry

DOI10.1016/j.csda.2003.10.016zbMath1182.62125MaRDI QIDQ956990

Jie Chen, Arjun K. Gupta, Daya K. Nagar

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.10.016

zbMATH Keywords

likelihood ratio test statistic; residue theorem; inverse Mellin transform

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H11: Directional data; spatial statistics

62H15: Hypothesis testing in multivariate analysis

Related Items

A high-dimensional likelihood ratio test for circular symmetric covariance structure, A test for block circular symmetric covariance structure with divergent dimension, Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions, The simultaneous test of equality and circularity of several covariance matrices, High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound

Cites Work

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• On testing circular stationary and related models
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Testing and Estimation for a Circular Stationary Model
• Testing Compound Symmetry in a Normal Multivariate Distribution
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution