In this second part of the paper, we make use of the distribution of the trace of a generalized Wishart matrix based on elliptical models to derive the moments of statistic V used for testing sphericity for a general elliptical model. From the general expressions, we derive specific expressions for...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2014
- Institución:
- Universidad de Medellín
- Repositorio:
- Repositorio UDEM
- Idioma:
- eng
- OAI Identifier:
- oai:repository.udem.edu.co:11407/1352
- Acceso en línea:
- http://hdl.handle.net/11407/1352
- Palabra clave:
- Elliptical models
G-functions
Likelihood ratio statistic
Mellin transform
Zonal polynomials
- Rights
- restrictedAccess
- License
- http://purl.org/coar/access_right/c_16ec