Integral transform methods in goodness-of-fit testing. II: The Wishart distributions

DOI10.1007/s10463-019-00737-zzbMath1466.62310arXiv1903.02653OpenAlexW2989879605WikidataQ126768801 ScholiaQ126768801MaRDI QIDQ2027219

Elena Hadjicosta, Donald St. P. Richards

Publication date: 25 May 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.02653

zbMATH Keywords

Bessel function of matrix argumentfactor analysiscontiguous alternativeGaussian random fielddiffusion tensor imagingPitman efficiencyzonal polynomialBahadur slope

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15)

Related Items

Hoffmann-Jørgensen inequalities for random walks on the cone of positive definite matrices, A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications

Uses Software

• DLMF

Cites Work

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