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...

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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:11407/1352
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