Distribution of Wilk's likelihood-ratio criterion in the complex case

DOI10.1007/BF02479212zbMath0258.62034MaRDI QIDQ2559890

Arjun K. Gupta

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)

Related Items

The distribution of the non-central Wilks statistic in the complex case ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations ⋮ Some recent developments on complex multivariate distributions ⋮ Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases ⋮ Asymptotically similar criteria ⋮ The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting

Cites Work

• The multivariate distribution of complex normal variables
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• METHODS OF STATISTICAL ANALYSIS APPROPRIATE FOR k SAMPLES OF TWO VARIABLES
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Exact distributions of Wilks's likelihood ratio criterion
• On the Exact Distributions of the Likelihood Ratio Criteria for Testing Linear Hypotheses About Regression Coefficients
• On the exact distribution of Wilks's criterion
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix