On testing structure of mean vector of compound symmetric gaussian model

DOI10.1080/03610929508831669zbMath0875.62223OpenAlexW2090969580MaRDI QIDQ4337126

Arjun K. Gupta, Daya K. Nagar

Publication date: 10 November 1997

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

Full work available at URL: https://doi.org/10.1080/03610929508831669

zbMATH Keywords

momentsMellin transformdistributionlikelihood ratio testorthogonal transformation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Sur les valeurs asymptotiques des nombres et des polynômes de Bernoulli
• The special functions and their approximations. Vol. I, II
• On testing circular stationary and related models
• Some results on the distribution of Wilks's likelihood-ratio criterion
• On the exact distribution of Wilks's criterion
• Noncentral Distribution of Wilks' Statistic in Manova
• Testing Compound Symmetry in a Normal Multivariate Distribution
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