Exact distribution of the generalized Wilks's statistic and applications

We establish the exact expression of the density of Wilks's statistic [Lambda](n,p,q), and also those of the densities of the product and ratio of two independent such statistics, in terms of Meijer functions, and provide applications with numerical illustrations in various domains of Multivariate Analysis.

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Year of publication:	2008
Authors:	Pham-Gia, T.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 99.2008, 8, p. 1698-1716
Publisher:	Elsevier
Keywords:	62H10 62H15 Matrix variate Beta distribution Wilks's statistic Product Ratio Meijer function Linear discriminant Regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006470