Tests for the Dimensionality of the Regression Matrices When the Underlying Distributions are Elliptically Symmetric.

Abstract

In this paper, the authors derive likelihood ratio tests for the dimensionality of the regression matrices for the cases when the joint distributions of the observations are real and complex elliptically symmetric. The authors also derive asymptotic distributions of the above test statistics for two situations. In the first situation, the joint distribution of the observations is elliptically symmetric whereas the second situation assumes that the observations are distributed independently as elliptically symmetric. Keywords: Asymptotic distributions, Elliptically symmetric distributions, and Multivariate regression model.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA164118

Entities

People

  • Jian Lin
  • Liqiang Wang
  • Paruchuri R. Krishnaiah

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Covariance
  • Data Science
  • Eigenvalues
  • Equations
  • Hypotheses
  • Information Science
  • Multivariate Analysis
  • Observation
  • Pattern Recognition
  • Recognition
  • Scientific Research
  • Signal Processing
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.