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On generalized wishart distributions - II: Sphericity test
dc.creator | Caro-Lopera F.J. | spa |
dc.creator | Gonzalez-Farias G. | spa |
dc.creator | Balakrishnan N. | spa |
dc.date.accessioned | 2015-10-09T13:17:50Z | |
dc.date.available | 2015-10-09T13:17:50Z | |
dc.date.created | 2014 | |
dc.identifier.issn | 9727671 | |
dc.identifier.uri | http://hdl.handle.net/11407/1352 | |
dc.description.abstract | 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. | eng |
dc.language.iso | eng | |
dc.publisher | Indian Statistical Institute | spa |
dc.relation.isversionof | http://link.springer.com/article/10.1007%2Fs13171-013-0049-5#page-1 | spa |
dc.source | Scopus | spa |
dc.type | Article | eng |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.contributor.affiliation | Departamento de Ciencias Básicas, Universidad de Medellín, Medellín, Colombia | spa |
dc.contributor.affiliation | Centro de Investigación, en Matemáticas, Monterrey, Mexico | spa |
dc.contributor.affiliation | Department of Mathematics, and Statistics, McMaster University, Hamilton, ON, Canada | spa |
dc.contributor.affiliation | Department of Statistics, King AbdulAziz University, Jeddah, Saudi Arabia | spa |
dc.subject.keyword | Elliptical models | eng |
dc.subject.keyword | G-functions | eng |
dc.subject.keyword | Likelihood ratio statistic | eng |
dc.subject.keyword | Mellin transform | eng |
dc.subject.keyword | Zonal polynomials | eng |
dc.relation.ispartofen | Sankhya: The Indian Journal of Statistics, agosto de 2014, volume 76, pp 195-218 | eng |
dc.title.english | On generalized wishart distributions - II: Sphericity test | eng |
dc.type.driver | info:eu-repo/semantics/article |
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