Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
نویسندگان
چکیده
In this paper, the distribution of the likelihood ratio statistic for testing the hypothesis that the covariance matrix of a p-variate normal distribution is circular symmetric has been derived. The distribution is obtained in series form using the inverse Mellin transform and the residue theorem. Percentage points for p=4; 5; 6 and 7 have been computed using distributional results derived in this article. c © 2003 Elsevier B.V. All rights reserved. MSC: primary 62H10; secondary 62H15
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عنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 47 شماره
صفحات -
تاریخ انتشار 2004