Exact distribution of Wilks' lVccriterion and its percentage points in the complex case

DOI10.1080/03610918208812255zbMath0501.62040OpenAlexW2049091764MaRDI QIDQ3966932

Anita Singh

Publication date: 1982

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918208812255

zbMATH Keywords

Mellin transformcontour integrationMeijer G-functionlikelihood ratio criteriongamma seriestables of percentage pointscomplex normal populationexact null distribution of Wilks' Lvc criterion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Statistical tables (62Q05)

Related Items (2)

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Generalized Hypergeometric Functions and Exact Distributions of Test Statistics

Cites Work

• On the exact non-null distribution of Wilks' L(VC) criterion and power studies
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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