Asymptotic Distributions of the Likelihood Ratio Test Statistics for Covariance Structures of the Complex Multivariate Normal Distribution.

Abstract

IN this paper, the authors obtained asymptotic expressions for the null and nonnull distributions of the likelihood ratio test statistic for multiple independence when the underlying distribution is complex multivariate normal. The authors also derived asymptotic null distribution of the likelihood ratio test statistic for homogeneity of the covariance matrices of several complex multivariate normal populations; asymptotic expressions are also obtained for the nonnull case when we have two populations. The expressions obtained in this paper are in terms of beta series. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1981
Accession Number
ADA111166

Entities

People

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

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Air Platforms
  • C4I

DTIC Thesaurus Topics

  • Accuracy
  • Air Force
  • Air Force Facilities
  • Asymptotic Series
  • Covariance
  • Data Analysis
  • Homogeneity
  • Hypotheses
  • Integral Transforms
  • Integrals
  • Mathematics
  • New York
  • Normal Distribution
  • Polynomials
  • Real Variables
  • Square Roots
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.