Distribution of \(LRC\) for testing sphericity structure of a covariance matrix in multivariate normal distribution (Q1204491)
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scientific article; zbMATH DE number 130582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of \(LRC\) for testing sphericity structure of a covariance matrix in multivariate normal distribution |
scientific article; zbMATH DE number 130582 |
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Distribution of \(LRC\) for testing sphericity structure of a covariance matrix in multivariate normal distribution (English)
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10 March 1993
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Meijer's \(G\)-functions
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inverse Mellin transform
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residue theorem
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moments
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exact null distribution
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likelihood ratio criterion
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testing sphericity structure
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covariance matrix
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multivariate normal distribution
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series
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