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...
| Автори: | , , |
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| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Wiley
1985-01-01
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| Серія: | International Journal of Mathematics and Mathematical Sciences |
| Предмети: | |
| Онлайн доступ: | http://dx.doi.org/10.1155/S0161171285000606 |