Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case
DOI10.1080/03610928408828772zbMath0552.62038OpenAlexW1497487745MaRDI QIDQ3345609
B. N. Nagarsenker, Dennis W. Quinn, P. B. Nagarsenker
Publication date: 1984
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928408828772
asymptotic expansionsManovacomplex multivariate Gaussian distributionnon-null distribution of the Wilks' statisticpartial differential equation approach
Multivariate distribution of statistics (62H10) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)
Cites Work
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- Distributions of the largest latent root of the multivariate complex Gaussian distribution
- Partial differential equations for hypergeometric functions of complex argument matrices and their applications
- On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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