Premium
NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE
Author(s) -
Gupta A.K.,
Nagar D.K.
Publication year - 1988
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1988.tb00625.x
Subject(s) - sphericity , likelihood ratio test , mathematics , statistic , statistics , distribution (mathematics) , maximum likelihood , test statistic , score test , statistical hypothesis testing , mathematical analysis , geometry
Summary In this paper, nonnull moments of the likelihood ratio statistic for testing multisample sphericity in the complex case have been derived in series involving zonal polynomials. The nonnull asymptotic distribution of the statistic is also derived for certain alternatives.