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Details for article 12 of 26 found articles
| Title: |
Elliptically contoured model and factorization of wllks1 A |
| Author: |
Gupta, A. K. Kabe, D. G. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 26 (1997) nr. 3 pages 805-811 |
| Year: |
1997 |
| Contents: |
In a series of papers, Kshirsagar (1964, 1971) and McHenry and Kshirsagar (1977), factorize Wilks' A into a number of factors and find the independent null multivariate beta densities of these factors. These factors are the likelihood ratio test criteria for testing the goodness of fit of certain assigned discriminant functions or canonical variables either in the space of independent or dependent variables. Essentially the factors of Wilks' A are the factors of certain multivariate beta distributed matrix or its determinant. The Bartlett decomposition of the underlying multivariate beta distribution into independent factors determines the distribution of these factors. The present paper generalizes Kshirsagar's (1971) normal theory to the elliptically contoured model, and shows that his results are null robust for the elliptically contoured model. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 12 of 26 found articles
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