Distribution of \(LRC\) for testing sphericity structure of a covariance matrix in multivariate normal distribution

zbMath0758.62028MaRDI QIDQ1204491

S. Singh

Publication date: 10 March 1993

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

momentscovariance matrixseriesresidue theoremmultivariate normal distributioninverse Mellin transformlikelihood ratio criterionMeijer's \(G\)-functionsexact null distributiontesting sphericity structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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