Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices

DOI10.1016/0378-3758(80)90012-9zbMath0458.62046OpenAlexW2008397911WikidataQ127719332 ScholiaQ127719332MaRDI QIDQ1151695

K. C. S. Pillai, S. Sylvia Chu

Publication date: 1980

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(80)90012-9

zbMATH Keywords

JacobiansWilks criterionPillai traceRoy largest rootHotelling tracecomplex normal populationsexact power comparisons of two-sided tests of equality of Hermitian covariance matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices ⋮ Power Function Studies

Cites Work

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• Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices
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• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Some Distribution Problems in the Multivariate Complex Gaussian Case
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• Some New Test Criteria in Multivariate Analysis

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