Tests for sphericity under correlated multivariate regression equations model
type: Item
instance of: scholarly article
title: Tests for sphericity under correlated multivariate regression equations model
zbMATH Open document ID: 0622.62020
author: Shakuntala Sarkar
author: P. R. Krishnaiah
published in: Annals of the Institute of Statistical Mathematics
publication date: 1987-01-01T00:00:00Z
review text: The authors investigated the asymptotic distribution of likelihood ratio test like statistics for sphericity under correlated multivariate regression equations models. Asymptotic null and non-null distributions are derived when the underlying distribution is multivariate normal. They are given by chi-square and normal distributions, respectively, after some transformations. It is shown that the results hold even when the joint distribution of the observation vectors is elliptically.
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 4009536
zbMATH Keywords: elliptically symmetric distributions
zbMATH Keywords: chi-square distributions
zbMATH Keywords: likelihood ratio test like statistics for sphericity
zbMATH Keywords: correlated multivariate regression equations models
zbMATH Keywords: Asymptotic null and non-null distributions
zbMATH Keywords: multivariate normal
zbMATH Keywords: transformations
reviewed by: Nariaki Sugiura
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4009536