The distributions of some statistics associated with two multivariate hypotheses under violations in the complex case

DOI10.1080/03610929008830265zbMath0900.62265OpenAlexW2067492451MaRDI QIDQ3135292

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Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830265

Mathematics Subject Classification ID

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

Related Items

Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation

Cites Work

• Bessel functions of matrix argument
• The distribution of the characteristic roots of \(S_ 1 S_ 2^{-1}\) under violations in the complex case and power comparisons of four tests
• On the moments of elementary symmetric functions of the roots of two matrices
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• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• The Distribution of Hotelling's Generalised $T_0^2$
• On the Exact Distributions of Likelihood Ratio Criteria for Testing Independence of Sets of Variates Under the Null Hypothesis
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• Some Distribution Problems in the Multivariate Complex Gaussian Case
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)