Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case
Nagarsenker B. N, B Nagarsenker P, Quinn D. W · Communication in Statistics- Theory and Methods · 1984
In this paper, asymptotic expansions of the non-null distribution of the Wilks' statistic for Manova based on the complex multivariate Gaussian distribution is obtained for the cases (a) when the non-centrality parameter ω∼is constant and (b) when ∼Is of the same order as the sample size. No direct method is available for the case (b) and thus the partial differential equation approach considered in this paper Is particularly useful