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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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
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restrictedAccess
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http://purl.org/coar/access_right/c_16ec
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oai_identifier_str oai:repository.udem.edu.co:11407/1347
network_acronym_str REPOUDEM2
network_name_str Repositorio UDEM
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spelling 2015-10-09T13:17:49Z2015-10-09T13:17:49Z20149727671http://hdl.handle.net/11407/1347In 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 expressions for the Gaussian model are then deduced from these general results. Finally, the exact distribution of the Wilks’ statistic under a specific distribution, including the Gaussian distribution as a particular member, is derived.engIndian Statistical Institutehttp://link.springer.com/article/10.1007%2Fs13171-013-0047-7#page-1Sankhya: The Indian Journal of Statistics, agosto de 2014, volume 76, pp 179-194ScopusArticleinfo:eu-repo/semantics/articlehttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1info:eu-repo/semantics/restrictedAccesshttp://purl.org/coar/access_right/c_16ecDepartamento de Ciencias Básicas, Universidad de Medellín, Medellín, ColombiaCentro de Investigación en, Matemáticas, Monterrey, MexicoDepartment of Mathematics and Statistics, McMaster University, Hamilton, ON, CanadaDepartment of Statistics, King AbdulAziz University, Jeddah, Saudi ArabiaCaro-Lopera F.J.Gonzalez-Farias G.Balakrishnan N.Elliptical modelsH-functionLikelihood ratio statisticMellin transformZonal polynomialsOn generalized wishart distributions - I: Likelihood ratio test for homogeneity of covariance matrices11407/1347oai:repository.udem.edu.co:11407/13472020-05-27 16:32:05.008Repositorio Institucional Universidad de Medellinrepositorio@udem.edu.co
dc.title.english.eng.fl_str_mv On generalized wishart distributions - I: Likelihood ratio test for homogeneity of covariance matrices
dc.contributor.affiliation.spa.fl_str_mv Departamento de Ciencias Básicas, Universidad de Medellín, Medellín, Colombia
Centro de Investigación en, Matemáticas, Monterrey, Mexico
Department of Mathematics and Statistics, McMaster University, Hamilton, ON, Canada
Department of Statistics, King AbdulAziz University, Jeddah, Saudi Arabia
dc.subject.keyword.eng.fl_str_mv Elliptical models
H-function
Likelihood ratio statistic
Mellin transform
Zonal polynomials
topic Elliptical models
H-function
Likelihood ratio statistic
Mellin transform
Zonal polynomials
spellingShingle Elliptical models
H-function
Likelihood ratio statistic
Mellin transform
Zonal polynomials
description 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 expressions for the Gaussian model are then deduced from these general results. Finally, the exact distribution of the Wilks’ statistic under a specific distribution, including the Gaussian distribution as a particular member, is derived.
publishDate 2014
dc.date.created.none.fl_str_mv 2014
dc.date.accessioned.none.fl_str_mv 2015-10-09T13:17:49Z
dc.date.available.none.fl_str_mv 2015-10-09T13:17:49Z
dc.type.eng.fl_str_mv Article
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
http://purl.org/coar/resource_type/c_2df8fbb1
dc.type.driver.none.fl_str_mv info:eu-repo/semantics/article
dc.identifier.issn.none.fl_str_mv 9727671
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/11407/1347
identifier_str_mv 9727671
url http://hdl.handle.net/11407/1347
dc.language.iso.none.fl_str_mv eng
language eng
dc.relation.isversionof.spa.fl_str_mv http://link.springer.com/article/10.1007%2Fs13171-013-0047-7#page-1
dc.relation.ispartofen.eng.fl_str_mv Sankhya: The Indian Journal of Statistics, agosto de 2014, volume 76, pp 179-194
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_16ec
dc.rights.accessrights.none.fl_str_mv info:eu-repo/semantics/restrictedAccess
eu_rights_str_mv restrictedAccess
rights_invalid_str_mv http://purl.org/coar/access_right/c_16ec
dc.publisher.spa.fl_str_mv Indian Statistical Institute
dc.source.spa.fl_str_mv Scopus
institution Universidad de Medellín
repository.name.fl_str_mv Repositorio Institucional Universidad de Medellin
repository.mail.fl_str_mv repositorio@udem.edu.co
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