On testing circular stationary and related models
Daya Krishna Nagar, S. K. Jain, Arjun K. Gupta · Journal of Statistical Computation and Simulation · 1988
This article deals with the distributions of the likelihood ratio statistics for testing the hypotheses (i) , (ii) , (iii) , (iv) , and (v) , in a p-variate normal distribution with mean vector µ and covariance matrix σ, where σ c is a circular symmetric matrix and . The distribution is obtained through the techniques of inverse Mellin transform and calculus of residues. Results for small values of p are given in closed forms.