TESTING AND ESTIMATION FOR A CIRCULAR STATIONARY MODEL,

Abstract

Tests are conducted for x, a random vector having a p-variate normal distribution with a mean vector and specifically defined covariance matrix. On the basis of N independent observations on x, likelihood ratio tests of various hypotheses are considered. Tests are made (1) for symmetries in the covariance structure and (2) for means given that the covariance matrix is circular; (3) other tests enable means and covariances to be investigated simultaneously. Large sample results are obtained for both the central and noncentral cases. The structure of symmetry and circularity offers a more general model than that of the intra-class correlation or sphericity models previously considered. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1969
Accession Number
AD0684524

Entities

People

  • Ingram Olkin
  • S. James Press

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Hypotheses
  • Information Science
  • Mathematics
  • Normal Distribution
  • Observation
  • Stationary
  • Symmetry

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Regression Analysis.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms