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...
| 主要な著者: | , , |
|---|---|
| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Wiley
1985-01-01
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| シリーズ: | International Journal of Mathematics and Mathematical Sciences |
| 主題: | |
| オンライン･アクセス: | http://dx.doi.org/10.1155/S0161171285000606 |