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Asymptotic distributions of likelihood ratio criteria for two testing problems

Asymptotic distributions of likelihood ratio criteria for two testing problems Considers asymptotic distributions of likelihood ratio criteria for two testing problems: a covariance matrix with complex structure has quaternion structure; and a covariance matrix with quaternion structure has complex structure. In each problem, the likelihood ratio criteria and their asymptotic distributions up to first order of approximation are obtained for the class of quaternion elliptical distribution with kurtosis parameters K under the alternatives close to the null hypothesis. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Kybernetes Emerald Publishing

Asymptotic distributions of likelihood ratio criteria for two testing problems

C.D. Bhavsar
Kybernetes , Volume 29 (4): 8 – Jun 1, 2000
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Publisher
Emerald Publishing
Copyright
Copyright © 2000 MCB UP Ltd. All rights reserved.
ISSN
0368-492X
DOI
10.1108/03684920010322262
Publisher site
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Abstract

Considers asymptotic distributions of likelihood ratio criteria for two testing problems: a covariance matrix with complex structure has quaternion structure; and a covariance matrix with quaternion structure has complex structure. In each problem, the likelihood ratio criteria and their asymptotic distributions up to first order of approximation are obtained for the class of quaternion elliptical distribution with kurtosis parameters K under the alternatives close to the null hypothesis.

Journal

Kybernetes – Emerald Publishing

Published: Jun 1, 2000

Keywords: Cybernetics; Probability

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