Zobrazeno 1 - 4
of 4
pro vyhledávání: '"D. K. Nagar"'
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 8, Iss 3, Pp 555-562 (1985)
In this paper, exact null distribution of the likelihood ratio criterion for testing sphericity structure in a complex multivariate normal covariance matrix is obtained in computable series form. The method of inverse Mellin transform and contour int
Externí odkaz:
https://doaj.org/article/91f19dd475464b3895f4b917059d9aca
Autor:
D. K. Nagar, A. K. Gupta
Publikováno v:
Tamkang Journal of Mathematics. 25:367-378
In this paper asymptotic expansions of the nonnull distribution of the likelihood ratio statistic for testing $H:\mu=\mu_0$; $E=\sigma^2 I_p$, against alternatives which are close to $H$, for Gaussian population, have been derived.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7303b6f88a4f5e54287eb57240ef7e39
https://doi.org/10.5556/j.tkjm.25.1994.4465
https://doi.org/10.5556/j.tkjm.25.1994.4465
Publikováno v:
Tamkang Journal of Mathematics. 22:13-24
The nonnull moments of the likelihood ratio statistic for testing equality of covariance matrices of completely symmetric Gaussian models are obta.ined in terms of the Lauricella's hypergeometric functions and also in terms of zonal polynomials. Then
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2278f69c996b5da6a14bc18d9a86f512
https://doi.org/10.5556/j.tkjm.22.1991.4563
https://doi.org/10.5556/j.tkjm.22.1991.4563
Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various
