Asymptotic Distribution of the Likelihood Ratio Test Statistic for Sphericity of Complex Multivariate Normal Distribution.

Abstract

The authors approximated the distribution of certain power of the likelihood ratio test statistic for sphericity of the complex multivariate normal distribution with a beta type series in the null and nonnull cases. Applications of these results to multiple time series are also discussed.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1981
Accession Number
ADA111112

Entities

People

  • B. N. Nagarsenker
  • Cheng Fang
  • Paruchuri R. Krishnaiah

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Asymptotic Series
  • Covariance
  • Data Analysis
  • Distribution Functions
  • Equations
  • Gaussian Distributions
  • Information Science
  • Integral Transforms
  • Integrals
  • Multivariate Analysis
  • New York
  • Normal Distribution
  • Polynomials
  • Real Variables
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.