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Elliptically contoured model and factorization of Wilks' $ \Lambda$: noncentral case
Author(s) -
Arjun K. Gupta,
D. G. Kabe
Publication year - 2000
Publication title -
tamkang journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.324
H-Index - 18
eISSN - 0049-2930
pISSN - 2073-9826
DOI - 10.5556/j.tkjm.31.2000.395
Subject(s) - multivariate statistics , mathematics , lambda , goodness of fit , factorization , beta distribution , series (stratigraphy) , distribution (mathematics) , statistics , likelihood ratio test , multivariate analysis , multivariate normal distribution , combinatorics , mathematical analysis , algorithm , physics , paleontology , optics , biology

Kshirsagar in a series of papers, see e.g., Kshirsagar (1964, 1971), McHenry and Kshirsagar (1977), factorizes Wilks' $ Lambda$ into a number of factors and finds the independent central multivariate beta densities of these factors. These factors are the Wilks' likelihood ratio test criteria for testing goodness of fit of certain canonical variables. Essentially the factors of Wilks' $ Lambda$ are the factors of the determinants of certain multivariate beta distributed matrices. The Bartlett decompositions of the underlying multivariate beta distribution into independent factors, determine the distributions of these factors. The present paper generalizes Kshirsagar's (1971) normal central distribution theory to elliptically contoured model noncentral distribution theory, showing that Kshirsagar's (1971) nonnull normal theory is nonnull robust for elliptically contoured model.

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