Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
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Publication:1694370
DOI10.1007/s11749-016-0512-4OpenAlexW2557250199MaRDI QIDQ1694370
Carlos A. Coelho, Anuradha Roy
Publication date: 1 February 2018
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-016-0512-4
characteristic functionlikelihood ratio statisticproduct distributionbeta random variablesnear-exact distributionscomposition of hypotheses
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)
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Cites Work
