Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions

DOI10.1016/0047-259X(82)90066-5zbMath0496.62018OpenAlexW1965817827MaRDI QIDQ1169988

S. Singh

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0047-259x(82)90066-5

zbMATH Keywords

likelihood ratio test statisticscovariance structurescomplex multivariate normal distributionsnon-null asymptotic distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles ⋮ Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases ⋮ The distribution of Hermitian quadratic forms in elliptically contoured random vectors ⋮ The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting

Cites Work

• Time series in the frequency domain
• The asymptotic distributions of the statistics based on the complex Gaussian distribution
• Some recent developments on complex multivariate distributions
• The distributions of the likelihood ratio statistics for tests of certain covariance structures of complex multivariate normal populations
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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