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dc.creatorCaro-Lopera F.J.spa
dc.creatorGonzalez-Farias G.spa
dc.creatorBalakrishnan N.spa
dc.date.accessioned2015-10-09T13:17:49Z
dc.date.available2015-10-09T13:17:49Z
dc.date.created2014
dc.identifier.issn9727671
dc.identifier.urihttp://hdl.handle.net/11407/1347
dc.description.abstractIn 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.eng
dc.language.isoeng
dc.publisherIndian Statistical Institutespa
dc.relation.isversionofhttp://link.springer.com/article/10.1007%2Fs13171-013-0047-7#page-1spa
dc.sourceScopusspa
dc.typeArticleeng
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.contributor.affiliationDepartamento de Ciencias Básicas, Universidad de Medellín, Medellín, Colombiaspa
dc.contributor.affiliationCentro de Investigación en, Matemáticas, Monterrey, Mexicospa
dc.contributor.affiliationDepartment of Mathematics and Statistics, McMaster University, Hamilton, ON, Canadaspa
dc.contributor.affiliationDepartment of Statistics, King AbdulAziz University, Jeddah, Saudi Arabiaspa
dc.subject.keywordElliptical modelseng
dc.subject.keywordH-functioneng
dc.subject.keywordLikelihood ratio statisticeng
dc.subject.keywordMellin transformeng
dc.subject.keywordZonal polynomialseng
dc.relation.ispartofenSankhya: The Indian Journal of Statistics, agosto de 2014, volume 76, pp 179-194eng
dc.title.englishOn generalized wishart distributions - I: Likelihood ratio test for homogeneity of covariance matriceseng
dc.type.driverinfo:eu-repo/semantics/article


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