Nonnull distribution of likelihood ratio criterion for reality of covariance matrix

DOI10.1016/0047-259X(76)90028-2zbMath0345.62035OpenAlexW2082533666MaRDI QIDQ1233275

Chinubal G. Khatri, Edward M. Carter, Muni S. Srivastava

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90028-2

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

Related Items (6)

The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution ⋮ Rotary components, random ellipses and polarization: a statistical perspective ⋮ Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions ⋮ Generalized Hypergeometric Functions and Exact Distributions of Test Statistics ⋮ Asymptotic nonnull distributions for tests for reality of a covariance matrix ⋮ Two testing problems relating the real and complex multivariate normal distributions

Cites Work

• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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