Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations
Arjun K. Gupta, Daya Krishna Nagar · Journal of Statistical Computation and Simulation · 1989
In this paper asymptotic expansion of the nonnull distribution of the likelihood ratio statistic for testing homogeneity of several multivariate complex Gaussian populations has been derived. Nonnull moments are derived under the assumption of equality of covariance matrices. The asymptotic nonnull distribution is derived under the sequence of local alternatives, using logarithmic expansion for gamma function and some results on zonal polynomials.