Asymptotic distributions of likelihood ratio criteria for two testing problems

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.

Citation

Bhavsar, C.D. (2000), "Asymptotic distributions of likelihood ratio criteria for two testing problems", Kybernetes, Vol. 29 No. 4, pp. 510-517. https://doi.org/10.1108/03684920010322262