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
| Summary: | 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 the special case of the Kotz family, which includes the Gaussian subfamily. Finally, to illustrate the usefulness of the approach, the exact distribution of the statistic V is derived in terms of the G-function by using Mellin transform and complex integration techniques. |
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