The distribution of the non-central Wilks statistic in the complex case

Pham-Gia Thu and Duong Thanh Phong

Statistics & Probability Letters, 2022, vol. 184, issue C

Abstract: We derive an approximation of the cumulative distribution function of the non-central complex Wilks statistic Λ. Our result can be used for numerical computation and applied to several problems in multivariate analysis and signal detection.

Keywords: Non-central linear; Non-central planar; Non-central complex wilks statistic (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2022.109373

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