In this paper, we define and discuss a class of generalized Wishart distributions under elliptical models. We derive the non-central moments of the likelihood ratio statistic for testing the equality of two covariance matrices under elliptical models for the corresponding matrices. Known classical e...

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Autores:
Tipo de recurso:
Fecha de publicación:
2014
Institución:
Universidad de Medellín
Repositorio:
Repositorio UDEM
Idioma:
eng
OAI Identifier:
oai:repository.udem.edu.co:11407/1347
Acceso en línea:
http://hdl.handle.net/11407/1347
Palabra clave:
Elliptical models
H-function
Likelihood ratio statistic
Mellin transform
Zonal polynomials
Rights
restrictedAccess
License
http://purl.org/coar/access_right/c_16ec