Resumen
| Idioma original | Inglés estadounidense |
|---|---|
| Páginas (desde-hasta) | 195-218 |
| Número de páginas | 24 |
| Publicación | Sankhya A |
| DOI | |
| Estado | Publicada - 1 ago 2014 |
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On Generalized Wishart Distributions - II: Sphericity Test. / Caro-Lopera, Francisco J.; González-Farías, Graciela; Balakrishnan, N.
En: Sankhya A, 01.08.2014, p. 195-218.Resultado de la investigación: Contribución a una revista › Artículo
TY - JOUR
T1 - On Generalized Wishart Distributions - II: Sphericity Test
AU - Caro-Lopera, Francisco J.
AU - González-Farías, Graciela
AU - Balakrishnan, N.
PY - 2014/8/1
Y1 - 2014/8/1
N2 - © 2014, Indian Statistical Institute. 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.
AB - © 2014, Indian Statistical Institute. 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.
U2 - 10.1007/s13171-013-0049-5
DO - 10.1007/s13171-013-0049-5
M3 - Article
SP - 195
EP - 218
JO - Sankhya A
JF - Sankhya A
SN - 0976-836X
ER -