Maximal Invariants For Lorentz Wishart Models

Details Maximal Invariants For Lorentz Wishart Models Maximal Invariants For Lorentz Wishart Models

2011-09-22

arxiv.org/abs/1109.4699v2

Mathematics

Statistics Theory

14 pages

Scientific paper

In this paper we consider two statistical hypotheses for the families of Wishart type distributions. These distributions are analogs of the Wishart distributions defined and parametrized over a Lorentz cone. We test these hypotheses by means of maximal invariant statistics which are explicitly derived in the paper. The testing problems, respectively, concern the hypothesis that parameters are in a sub-Lorentz-cone, and the the hypothesis that two observations have the same parameter.

Affiliated with

Also associated with

No associations

Rating

Maximal Invariants For Lorentz Wishart Models does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Maximal Invariants For Lorentz Wishart Models, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Maximal Invariants For Lorentz Wishart Models will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-262230