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...
| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
Wiley
1985-01-01
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| coleção: | International Journal of Mathematics and Mathematical Sciences |
| Assuntos: | |
| Acesso em linha: | http://dx.doi.org/10.1155/S0161171285000606 |