Distribution of LRC for testing sphericity of a complex multivariate Gaussian model. (1985)
- Record Type:
- Journal Article
- Title:
- Distribution of LRC for testing sphericity of a complex multivariate Gaussian model. (1985)
- Main Title:
- Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
- Authors:
- Nagar, D. K.
Jain, S. K.
Gupta, A. K. - Abstract:
- Abstract : 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.
- Is Part Of:
- International journal of mathematics and mathematical sciences. Volume 8:Number 3(1985)
- Journal:
- International journal of mathematics and mathematical sciences
- Issue:
- Volume 8:Number 3(1985)
- Issue Display:
- Volume 8, Issue 3 (1985)
- Year:
- 1985
- Volume:
- 8
- Issue:
- 3
- Issue Sort Value:
- 1985-0008-0003-0000
- Page Start:
- 555
- Page End:
- 562
- Publication Date:
- 1985
- Subjects:
- exact distribution -- moments -- inverse Mellin transform -- series representation -- Meijer's G-function
Mathematics -- Periodicals
510.5 - Journal URLs:
- https://www.hindawi.com/journals/ijmms/ ↗
- DOI:
- 10.1155/S0161171285000606 ↗
- Languages:
- English
- ISSNs:
- 0161-1712
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 10172.xml