Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
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 integration has been used. Certain special cases are...
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| Format: | Article |
| Language: | English |
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Wiley
1985-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
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| Online Access: | http://dx.doi.org/10.1155/S0161171285000606 |
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| _version_ | 1832547521326481408 |
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| author | D. K. Nagar S. K. Jain A. K. Gupta |
| author_facet | D. K. Nagar S. K. Jain A. K. Gupta |
| author_sort | D. K. Nagar |
| collection | DOAJ |
| description | 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 integration has been used. Certain special cases are given explicitly in terms of the hypergeometric functions. |
| format | Article |
| id | doaj-art-91f19dd475464b3895f4b917059d9aca |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 1985-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-91f19dd475464b3895f4b917059d9aca2025-02-03T06:44:35ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251985-01-018355556210.1155/S0161171285000606Distribution of LRC for testing sphericity of a complex multivariate Gaussian modelD. K. Nagar0S. K. Jain1A. K. Gupta2Department of Statistics, University of Rajasthan, Jaipur, Rajasthan, IndiaDepartment of Statistics, University of Rajasthan, Jaipur, Rajasthan, IndiaDepartment of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio 43403, USAIn 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 integration has been used. Certain special cases are given explicitly in terms of the hypergeometric functions.http://dx.doi.org/10.1155/S0161171285000606exact distributionmomentsinverse Mellin transformseries representationMeijer's G-function. |
| spellingShingle | D. K. Nagar S. K. Jain A. K. Gupta Distribution of LRC for testing sphericity of a complex multivariate Gaussian model International Journal of Mathematics and Mathematical Sciences exact distribution moments inverse Mellin transform series representation Meijer's G-function. |
| title | Distribution of LRC for testing sphericity of a complex multivariate Gaussian model |
| title_full | Distribution of LRC for testing sphericity of a complex multivariate Gaussian model |
| title_fullStr | Distribution of LRC for testing sphericity of a complex multivariate Gaussian model |
| title_full_unstemmed | Distribution of LRC for testing sphericity of a complex multivariate Gaussian model |
| title_short | Distribution of LRC for testing sphericity of a complex multivariate Gaussian model |
| title_sort | distribution of lrc for testing sphericity of a complex multivariate gaussian model |
| topic | exact distribution moments inverse Mellin transform series representation Meijer's G-function. |
| url | http://dx.doi.org/10.1155/S0161171285000606 |
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