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Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions

โœ Scribed by Besson, Olivier; Abramovich, Yuri I.


Book ID
122194626
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
476 KB
Volume
124
Category
Article
ISSN
0047-259X

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Asymptotic Distributions of Some Test Cr
โœ S. Purkayastha; M.S. Srivastava ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 598 KB

The asymptotic distributions under local alternatives of two test criteria for testing the hypothesis that the characteristic roots of the covariance matrix of an elliptical population, assumed distinct, are equal to a set of specified numbers, are derived. The two tests are the modified likelihood