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Gupta, A. K.

Distribution of Wilk’s likelihood-ratio criterion in the complex case. (English) Zbl 0258.62034

Ann. Inst. Stat. Math. 23, 77-87 (1971).
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Cited in 7 Documents

MSC:

62H10 Multivariate distribution of statistics
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References:

[1] Consul, P. C. (1966). Exact distributions of the likelihood ratio,Ann. Math. Statist.,37, 1319–1330. · Zbl 0149.15809 · doi:10.1214/aoms/1177699276
[2] Goodman, N. R. (1963). Statistical analysis based on a certain multivariate complex Gaussian distribution (An Introduction),Ann. Math. Statist.,34, 152–176. · Zbl 0122.36903 · doi:10.1214/aoms/1177704250
[3] Goodman, N. R. (1963). The distribution of the determinant of a complex Wishart distributed matrix,Ann. Math. Statist.,34, 178–180. · Zbl 0122.36904 · doi:10.1214/aoms/1177704251
[4] Gupta, A. K. (1968). Some central and noncentral distribution problems in multivariate analysis,Mimeograph Series, No. 139, Department of Statistics, Purdue University.
[5] Khatri, C. G. (1965). Classical statistical analysis based on certain multivariate complex Gaussian distribution,Ann. Math. Statist.,36, 98–114. · Zbl 0135.19506 · doi:10.1214/aoms/1177700274
[6] Pearson, E. S. and Wilks, S. S. (1933). Methods of analysis appropriate fork samples of two variables.Biometrika,25, 353–378. · Zbl 0008.12304
[7] Pillai, K. C. S. and Gupta, A. K. (1969). On the exact distribution of Wilks’ Criterion,Biometrika,56, 109–118. · Zbl 0181.46202 · doi:10.1093/biomet/56.1.109
[8] Schatzoff, M. (1966). Exact distribution of Wilks’ likelihood ratio criterion,Biometrika,53, 347–358. · Zbl 0139.37203
[9] Wilks, S. S. (1932). Certain generalizations in the analysis of variance,Biometrika,24, 471–494. · Zbl 0006.02301
[10] Wooding, R. A. (1956). The multivariate distribution of complex normal variables,Biometrika,43, 212–215. · Zbl 0070.36204
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