Abstract
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.
Original language | English (US) |
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Pages (from-to) | 79-89 |
Number of pages | 11 |
Journal | Computational Statistics and Data Analysis |
Volume | 47 |
Issue number | 1 |
DOIs | |
State | Published - Aug 1 2004 |
Externally published | Yes |
Keywords
- Circular symmetry
- Distribution
- Inverse Mellin transform
- Likelihood ratio test statistic
- Residue theorem
ASJC Scopus subject areas
- Statistics and Probability
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics