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
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2015-10-09T13:17:50Z2015-10-09T13:17:50Z20149727671http://hdl.handle.net/11407/1352In 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.engIndian Statistical Institutehttp://link.springer.com/article/10.1007%2Fs13171-013-0049-5#page-1Sankhya: The Indian Journal of Statistics, agosto de 2014, volume 76, pp 195-218ScopusArticleinfo: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 modelsG-functionsLikelihood ratio statisticMellin transformZonal polynomialsOn generalized wishart distributions - II: Sphericity test11407/1352oai:repository.udem.edu.co:11407/13522020-05-27 18:27:37.772Repositorio Institucional Universidad de Medellinrepositorio@udem.edu.co |
| dc.title.english.eng.fl_str_mv |
On generalized wishart distributions - II: Sphericity test |
| 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 G-functions Likelihood ratio statistic Mellin transform Zonal polynomials |
| topic |
Elliptical models G-functions Likelihood ratio statistic Mellin transform Zonal polynomials |
| spellingShingle |
Elliptical models G-functions Likelihood ratio statistic Mellin transform Zonal polynomials |
| description |
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. |
| publishDate |
2014 |
| dc.date.created.none.fl_str_mv |
2014 |
| dc.date.accessioned.none.fl_str_mv |
2015-10-09T13:17:50Z |
| dc.date.available.none.fl_str_mv |
2015-10-09T13:17:50Z |
| 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/11407/1352 |
| identifier_str_mv |
9727671 |
| url |
http://hdl.handle.net/11407/1352 |
| dc.language.iso.none.fl_str_mv |
eng |
| language |
eng |
| dc.relation.isversionof.spa.fl_str_mv |
http://link.springer.com/article/10.1007%2Fs13171-013-0049-5#page-1 |
| dc.relation.ispartofen.eng.fl_str_mv |
Sankhya: The Indian Journal of Statistics, agosto de 2014, volume 76, pp 195-218 |
| 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 |
| _version_ |
1814159215508324352 |