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文章基本信息

  • 标题:Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
  • 本地全文:下载
  • 作者:D. K. Nagar ; S. K. Jain ; A. K. Gupta
  • 期刊名称:International Journal of Mathematics and Mathematical Sciences
  • 印刷版ISSN:0161-1712
  • 电子版ISSN:1687-0425
  • 出版年度:1985
  • 卷号:8
  • 期号:3
  • 页码:555-562
  • DOI:10.1155/S0161171285000606
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    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.

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