Distribution of the likelihood ratio criterion for testing \(\Sigma=\Sigma_0\), \(\mu =\mu_0\)

DOI10.1016/0047-259X(74)90010-4zbMath0297.62032OpenAlexW2099251379MaRDI QIDQ1214225

B. N. Nagarsenker, K. C. S. Pillai

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1016/0047-259x(74)90010-4

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Statistical tables (62Q05)

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Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions, Simultaneous testing of mean vector and covariance matrix for high-dimensional data, Generalized Hypergeometric Functions and Exact Distributions of Test Statistics, The $I$-Function Distribution and Its Extensions

Cites Work

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• The distribution of the sphericity test criterion