Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations

DOI10.1007/BF02479245zbMath0256.62047MaRDI QIDQ2559119

Yasunori Fujikoshi

Publication date: 1971

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

A generalized Dirichlet model ⋮ Invariant Polynomials and Related Tests ⋮ Partial differential equations for hypergeometric functions of complex argument matrices and their applications

Cites Work

• On the distribution of the latent roots of a complex Wishart matrix (non- central case)
• Group invariance of Cauchy's formula in several variables
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• On the Moment Generating Function of Pillai's $V^{(s)}$ Criterion
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
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