The exact distribution of a criterion for testing the hypothesis that the covariance matrix is diagonal

DOI10.1007/BF03004952zbMath0238.62063OpenAlexW2011159326MaRDI QIDQ5649300

Arak M. Mathai

Publication date: 1972

Published in: Trabajos de estadistica y de investigacion operativa (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03004952

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (2)

Generalized Hypergeometric Functions and Exact Distributions of Test Statistics ⋮ The non-null distribution of the likelihood ratio criterion for testing the hypothesis that the covariance matrix is diagonal

Cites Work

• The special functions and their approximations. Vol. I, II
• On the Exact Distributions of the Criterion $W$ for Testing Sphericity in a $p$-Variate Normal Distribution
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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