Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations

DOI10.1080/00949658908811125zbMath0726.62021OpenAlexW2136391335MaRDI QIDQ3350474

Arjun K. Gupta, Daya K. Nagar

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811125

zbMATH Keywords

special functionszonal polynomialslikelihood-ratio testgamma functionsAsymptotic expansionsequence of local alternativesnonnull distributionlogarithmic expansionmultivariate complex Gaussian populationsNonnull moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

Cites Work

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• The asymptotic distributions of the statistics based on the complex Gaussian distribution
• Distribution of Wilk's likelihood-ratio criterion in the complex case
• On a test for reality of the covariance matrix in a complex gaussian distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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