Testing the hypothesis of a block compund symmetric covariance matrix for elliptically contoured distributions

Carlos A. Coelho, Anuradha Roy

Research output: Contribution to journalArticlepeer-review

12 Citations (Scopus)
Original languageEnglish
Number of pages23
JournalTest
DOIs
Publication statusAccepted/In press - 1 Jun 2017

Keywords

  • Beta random variables
  • Characteristic function
  • Composition of hypotheses
  • Likelihood ratio statistic
  • Near-exact distributions
  • Product distribution

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